-32.6%
AAL vs MKTX
-60.5%
+27.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.0% |
| 3M | -11.2% | +40.8% | -52.0% | -16.5% |
| 6M | +17.8% | -8.0% | +25.8% | +19.1% |
| YTD | -15.1% | -8.7% | -6.4% | -14.3% |
| 1Y | +0.5% | -11.8% | +12.3% | +2.1% |
| 3Y | -7.7% | -24.0% | +16.4% | -7.0% |
| All | -32.6% | -60.5% | +27.9% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling