-28.9%
AAL vs MLM
+797.1%
-826.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.2% | 0.0% | -1.4% |
| 7D | +1.2% | -1.2% | +2.4% | +2.2% |
| 30D | -0.5% | +7.9% | -8.5% | -5.8% |
| 3M | -22.0% | -4.5% | -17.6% | -19.6% |
| 6M | +4.5% | -12.6% | +17.2% | +14.5% |
| YTD | -15.7% | -14.9% | -0.8% | -6.1% |
| 1Y | -3.7% | -13.1% | +9.4% | +5.5% |
| 3Y | +7.9% | +21.2% | -13.3% | -7.5% |
| 5Y | -40.7% | +32.0% | -72.7% | -52.7% |
| 10Y | -66.3% | +195.3% | -261.7% | -86.1% |
| All | -28.9% | +797.1% | -826.0% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling