-66.0%
AAL vs MSCI
+809.1%
-875.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | +3.4% | -1.9% | +5.3% | +4.3% |
| 30D | +11.7% | +16.5% | -4.7% | +4.7% |
| 3M | -7.8% | +18.2% | -26.0% | -14.3% |
| 6M | +10.2% | +14.0% | -3.7% | +3.0% |
| YTD | -8.0% | +16.6% | -24.6% | -15.9% |
| 1Y | +8.5% | +14.8% | -6.3% | -0.1% |
| 3Y | +19.5% | +33.3% | -13.8% | -0.5% |
| 5Y | -33.9% | +9.1% | -43.0% | -41.7% |
| 10Y | -66.0% | +820.4% | -886.4% | -89.8% |
| All | -66.0% | +809.1% | -875.1% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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