-65.4%
AAL vs MOD
+1,005.7%
-1,071.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +9.9% | -2.4% | +4.4% |
| 7D | +8.3% | -13.9% | +22.2% | +11.8% |
| 30D | +11.0% | -41.5% | +52.5% | +28.7% |
| 3M | -11.2% | -45.7% | +34.6% | +4.7% |
| 6M | +6.1% | -61.1% | +67.2% | +35.6% |
| YTD | -7.6% | -20.5% | +12.9% | -9.0% |
| 1Y | +3.7% | -32.1% | +35.9% | +6.2% |
| 3Y | +20.5% | +146.5% | -125.9% | -31.5% |
| 5Y | -36.4% | +812.7% | -849.1% | -79.5% |
| 10Y | -65.4% | +966.8% | -1,032.3% | -90.6% |
| All | -65.4% | +1,005.7% | -1,071.2% | -90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling