-64.8%
AAL vs MKTX
+5.0%
-69.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -12.9% | +0.7% | -13.6% | -12.9% |
| 3M | -11.2% | +40.8% | -52.0% | -15.8% |
| 6M | +17.8% | -8.0% | +25.8% | +18.6% |
| YTD | -15.1% | -8.7% | -6.4% | -14.6% |
| 1Y | +0.5% | -11.8% | +12.3% | +1.4% |
| 3Y | -7.7% | -24.0% | +16.4% | -6.6% |
| 5Y | -31.3% | -60.3% | +29.0% | -24.5% |
| All | -64.8% | +5.0% | -69.8% | -72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling