-40.8%
AAL vs MOD
+748.9%
-789.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.8% | +0.4% |
| 7D | +4.6% | -25.5% | +30.2% | +11.6% |
| 30D | +2.6% | -49.0% | +51.6% | +21.0% |
| 3M | -17.8% | -49.8% | +32.0% | -3.2% |
| 6M | +1.9% | -64.8% | +66.6% | +29.6% |
| YTD | -14.0% | -27.6% | +13.6% | -13.3% |
| 1Y | +0.2% | -35.2% | +35.4% | +3.2% |
| 3Y | +13.0% | +137.1% | -124.1% | -35.7% |
| All | -40.8% | +748.9% | -789.7% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling