-32.5%
AAL vs MAR
+155.0%
-187.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | +0.6% |
| 7D | -0.3% | -1.7% | +1.4% | +1.4% |
| 30D | -19.0% | -6.9% | -12.1% | -13.2% |
| 3M | -5.1% | -15.8% | +10.8% | +11.4% |
| 6M | +15.5% | +1.9% | +13.5% | +11.9% |
| YTD | -15.8% | +6.6% | -22.4% | -22.2% |
| 1Y | -0.3% | +23.7% | -24.0% | -21.5% |
| 3Y | -7.7% | +64.6% | -72.2% | -45.3% |
| 5Y | -32.5% | +156.4% | -188.9% | -75.1% |
| All | -32.5% | +155.0% | -187.5% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling