+7.7%
AAL vs MOD
-33.0%
+40.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -21.4% | +27.8% | +9.5% |
| 7D | +8.3% | -31.3% | +39.7% | +14.4% |
| 30D | +6.2% | -46.1% | +52.4% | +17.5% |
| 3M | -17.7% | -51.1% | +33.4% | -7.5% |
| 6M | +15.4% | -62.1% | +77.5% | +33.8% |
| YTD | -11.1% | -26.2% | +15.1% | -8.9% |
| 1Y | +7.7% | -32.6% | +40.3% | +9.9% |
| All | +7.7% | -33.0% | +40.7% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling