-65.2%
AAL vs MDY
+175.0%
-240.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.7% |
| 7D | -0.9% | -2.5% | +1.6% | +2.8% |
| 30D | -16.0% | -5.0% | -10.9% | -9.4% |
| 3M | -4.2% | +0.5% | -4.7% | -4.3% |
| 6M | +15.7% | +8.0% | +7.7% | +5.0% |
| YTD | -16.2% | +12.2% | -28.3% | -27.5% |
| 1Y | +0.2% | +14.0% | -13.8% | -15.1% |
| 3Y | -8.1% | +48.2% | -56.2% | -44.8% |
| 5Y | -32.2% | +46.1% | -78.3% | -56.9% |
| All | -65.2% | +175.0% | -240.2% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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