-65.1%
AAL vs MAR
+419.7%
-484.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.6% |
| 7D | -1.3% | -0.5% | -0.8% | -0.9% |
| 30D | -13.7% | -4.7% | -9.1% | -9.9% |
| 3M | -8.2% | -15.6% | +7.4% | +6.8% |
| 6M | +13.1% | +1.2% | +11.9% | +10.9% |
| YTD | -15.6% | +7.5% | -23.1% | -22.0% |
| 1Y | +1.4% | +26.6% | -25.2% | -20.5% |
| 3Y | -7.4% | +66.0% | -73.4% | -43.2% |
| 5Y | -35.9% | +154.1% | -190.0% | -73.5% |
| 10Y | -65.1% | +441.9% | -507.0% | -90.5% |
| All | -65.1% | +419.7% | -484.8% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling