-28.9%
AAL vs MOD
+179.0%
-207.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -7.3% | +2.1% | -2.5% |
| 7D | +1.2% | -34.2% | +35.3% | +15.7% |
| 30D | -0.5% | -51.9% | +51.3% | +27.0% |
| 3M | -22.0% | -53.0% | +31.0% | -0.5% |
| 6M | +4.5% | -66.4% | +70.9% | +46.5% |
| YTD | -15.7% | -31.5% | +15.9% | -12.4% |
| 1Y | -3.7% | -39.6% | +35.9% | +3.2% |
| 3Y | +7.9% | +116.8% | -108.9% | -39.5% |
| 5Y | -40.7% | +713.8% | -754.5% | -82.0% |
| 10Y | -66.3% | +882.7% | -949.0% | -92.6% |
| All | -28.9% | +179.0% | -207.9% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling