+13.0%
AAL vs MSCI
+33.6%
-20.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.6% |
| 7D | +4.6% | +2.8% | +1.8% | +3.9% |
| 30D | +2.6% | +15.4% | -12.9% | -1.2% |
| 3M | -17.8% | +13.4% | -31.2% | -20.5% |
| 6M | +1.9% | +10.9% | -9.1% | -1.6% |
| YTD | -14.0% | +13.0% | -27.0% | -18.0% |
| 1Y | +0.2% | +12.0% | -11.8% | -4.2% |
| 3Y | +13.0% | +34.1% | -21.1% | -2.2% |
| All | +13.0% | +33.6% | -20.6% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling