-27.6%
AAL vs MMM
+456.6%
-484.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +3.2% |
| 7D | +4.6% | +6.2% | -1.6% | -1.3% |
| 30D | +2.6% | +14.2% | -11.6% | -9.9% |
| 3M | -17.8% | +2.9% | -20.7% | -20.5% |
| 6M | +1.9% | +27.6% | -25.7% | -20.0% |
| YTD | -14.0% | +17.3% | -31.3% | -27.3% |
| 1Y | +0.2% | +15.1% | -14.9% | -14.0% |
| 3Y | +13.0% | +157.1% | -144.1% | -60.4% |
| 5Y | -39.6% | +45.1% | -84.7% | -62.7% |
| 10Y | -65.7% | +83.9% | -149.5% | -85.3% |
| All | -27.6% | +456.6% | -484.1% | -92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling