+19.7%
AAL vs MSCI
+34.4%
-14.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +3.4% | -1.9% | +5.3% | +4.0% |
| 30D | +11.7% | +16.5% | -4.7% | +7.3% |
| 3M | -7.8% | +18.2% | -26.0% | -11.8% |
| 6M | +10.2% | +14.0% | -3.7% | +5.7% |
| YTD | -8.0% | +16.6% | -24.6% | -13.1% |
| 1Y | +8.5% | +14.8% | -6.3% | +3.1% |
| All | +19.7% | +34.4% | -14.7% | +5.6% |
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