-35.2%
AAL vs MOD
+1,086.9%
-1,122.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +27.9% | -28.9% | -8.1% |
| 7D | -0.1% | +40.4% | -40.5% | -9.5% |
| 30D | +11.7% | -14.0% | +25.7% | +13.5% |
| 3M | -12.5% | -33.3% | +20.8% | -5.3% |
| 6M | +3.6% | -51.4% | +55.0% | +20.2% |
| YTD | -14.1% | +1.6% | -15.7% | -21.5% |
| 1Y | +0.8% | +5.4% | -4.6% | -9.9% |
| 3Y | +11.8% | +191.0% | -179.2% | -39.1% |
| All | -35.2% | +1,086.9% | -1,122.1% | -81.5% |
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