-68.3%
AAL vs MLM
+140.0%
-208.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -4.7% |
| 7D | +2.9% | -2.0% | +4.9% | +4.5% |
| 30D | +6.5% | +9.5% | -3.0% | 0.0% |
| 3M | -10.9% | -4.7% | -6.1% | -7.8% |
| 6M | +4.9% | -10.7% | +15.6% | +13.2% |
| YTD | -13.2% | -16.6% | +3.4% | -2.0% |
| 1Y | -1.1% | -15.4% | +14.3% | +10.4% |
| 3Y | +12.8% | +15.9% | -3.1% | -0.1% |
| 5Y | -34.4% | +27.1% | -61.6% | -46.3% |
| All | -68.3% | +140.0% | -208.2% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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