+2.1%
AAL vs MKTX
-8.5%
+10.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.7% | +0.4% | -4.1% | -3.7% |
| 30D | -20.8% | +1.1% | -21.9% | -20.8% |
| 3M | -1.3% | +36.1% | -37.4% | -0.4% |
| 6M | +5.4% | -12.9% | +18.2% | -1.9% |
| YTD | -14.4% | -8.5% | -5.8% | -19.3% |
| 1Y | +2.1% | -7.5% | +9.6% | -2.0% |
| All | +2.1% | -8.5% | +10.6% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling