-40.8%
AAL vs MLM
+23.5%
-64.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.8% | +3.3% |
| 7D | +4.6% | -4.1% | +8.7% | +8.2% |
| 30D | +2.6% | +8.2% | -5.6% | -3.5% |
| 3M | -17.8% | -3.6% | -14.2% | -15.6% |
| 6M | +1.9% | -15.6% | +17.4% | +15.2% |
| YTD | -14.0% | -16.4% | +2.4% | -2.5% |
| 1Y | +0.2% | -14.3% | +14.6% | +11.4% |
| 3Y | +13.0% | +19.3% | -6.3% | -5.7% |
| All | -40.8% | +23.5% | -64.3% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling