-40.8%
AAL vs MMM
+44.4%
-85.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.8% |
| 7D | +4.6% | +6.2% | -1.6% | +1.0% |
| 30D | +2.6% | +14.2% | -11.6% | -5.2% |
| 3M | -17.8% | +2.9% | -20.7% | -19.3% |
| 6M | +1.9% | +27.6% | -25.7% | -11.8% |
| YTD | -14.0% | +17.3% | -31.3% | -21.9% |
| 1Y | +0.2% | +15.1% | -14.9% | -8.1% |
| 3Y | +13.0% | +157.1% | -144.1% | -34.6% |
| All | -40.8% | +44.4% | -85.2% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling