-52.7%
AAL vs MELI
+8,935.8%
-8,988.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +1.0% | -0.8% |
| 7D | -0.3% | -1.9% | +1.6% | +0.3% |
| 30D | -19.0% | +5.8% | -24.8% | -20.7% |
| 3M | -5.1% | +19.5% | -24.6% | -10.5% |
| 6M | +15.5% | +7.7% | +7.7% | +12.0% |
| YTD | -15.8% | -4.4% | -11.4% | -15.8% |
| 1Y | -0.3% | -17.9% | +17.6% | +3.5% |
| 3Y | -7.7% | +34.9% | -42.5% | -20.9% |
| 5Y | -32.5% | +1.1% | -33.6% | -41.3% |
| 10Y | -66.0% | +955.8% | -1,021.8% | -88.3% |
| All | -52.7% | +8,935.8% | -8,988.6% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI 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 all: compounded portfolio wealth divided by compounded MELI 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…
all analysis · Full analysis span regression · 6 months rolling