-12.0%
AAL vs MP
+450.8%
-462.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.9% |
| 7D | -3.7% | -2.9% | -0.9% | -3.2% |
| 30D | -20.8% | +13.8% | -34.6% | -23.1% |
| 3M | -1.3% | -16.7% | +15.4% | +1.3% |
| 6M | +5.4% | -11.5% | +16.9% | +5.4% |
| YTD | -14.4% | +7.9% | -22.3% | -18.9% |
| 1Y | +2.1% | -15.0% | +17.1% | -1.0% |
| 3Y | -10.6% | +153.5% | -164.1% | -40.3% |
| 5Y | -32.2% | +58.7% | -90.9% | -51.1% |
| All | -12.0% | +450.8% | -462.8% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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