-73.0%
AAL vs MGY
+210.4%
-283.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -0.9% | +3.5% | -4.5% | -2.0% |
| 30D | -12.9% | +5.3% | -18.1% | -14.5% |
| 3M | -11.2% | +2.6% | -13.8% | -13.2% |
| 6M | +17.8% | -3.3% | +21.1% | +15.5% |
| YTD | -15.1% | +29.2% | -44.4% | -25.7% |
| 1Y | +0.5% | +18.0% | -17.6% | -9.5% |
| 3Y | -7.7% | +30.0% | -37.7% | -21.5% |
| 5Y | -31.3% | +92.7% | -124.0% | -53.5% |
| All | -73.0% | +210.4% | -283.4% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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