-68.6%
AAL vs MMM
+74.0%
-142.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.3% |
| 7D | -0.1% | -0.4% | +0.3% | +0.3% |
| 30D | +11.7% | +12.1% | -0.4% | +2.8% |
| 3M | -12.5% | +1.4% | -14.0% | -13.6% |
| 6M | +3.6% | +26.6% | -23.0% | -13.0% |
| YTD | -14.1% | +16.8% | -30.9% | -23.8% |
| 1Y | +0.8% | +10.1% | -9.3% | -6.8% |
| 3Y | +11.8% | +158.4% | -146.6% | -48.5% |
| 5Y | -35.1% | +43.1% | -78.2% | -50.9% |
| All | -68.6% | +74.0% | -142.6% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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