-68.6%
AAL vs MDY
+165.3%
-233.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -0.9% |
| 7D | -0.1% | +2.3% | -2.3% | -3.0% |
| 30D | +11.7% | +2.0% | +9.7% | +9.0% |
| 3M | -12.5% | -5.6% | -6.9% | -4.5% |
| 6M | +3.6% | +1.3% | +2.3% | +3.0% |
| YTD | -14.1% | +12.3% | -26.4% | -25.6% |
| 1Y | +0.8% | +15.8% | -15.0% | -16.4% |
| 3Y | +11.8% | +56.5% | -44.7% | -37.6% |
| 5Y | -35.1% | +35.1% | -70.2% | -53.9% |
| All | -68.6% | +165.3% | -233.9% | -90.2% |
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