-73.2%
AAL vs MGY
+206.7%
-279.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | -2.4% |
| 7D | -0.3% | -0.9% | +0.6% | -0.1% |
| 30D | -19.0% | +10.1% | -29.1% | -21.8% |
| 3M | -5.1% | -1.5% | -3.6% | -6.1% |
| 6M | +15.5% | -4.9% | +20.4% | +13.8% |
| YTD | -15.8% | +27.7% | -43.5% | -26.0% |
| 1Y | -0.3% | +20.1% | -20.4% | -10.8% |
| 3Y | -7.7% | +24.9% | -32.5% | -20.4% |
| 5Y | -32.5% | +91.6% | -124.1% | -54.2% |
| All | -73.2% | +206.7% | -279.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling