-35.9%
AAL vs MDY
+45.8%
-81.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +1.9% |
| 7D | -1.3% | -0.8% | -0.5% | -0.2% |
| 30D | -13.7% | -3.9% | -9.9% | -8.4% |
| 3M | -8.2% | 0.0% | -8.1% | -7.5% |
| 6M | +13.1% | +8.5% | +4.6% | +1.3% |
| YTD | -15.6% | +13.2% | -28.8% | -28.7% |
| 1Y | +1.4% | +15.0% | -13.6% | -16.1% |
| 3Y | -7.4% | +49.6% | -57.0% | -47.0% |
| 5Y | -35.9% | +46.0% | -82.0% | -59.8% |
| All | -35.9% | +45.8% | -81.8% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling