-32.8%
AAL vs MSCI
-6.7%
-26.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | -3.7% | +0.4% | -4.1% | -3.9% |
| 30D | -20.8% | +0.6% | -21.4% | -21.1% |
| 3M | -1.3% | -7.1% | +5.8% | +1.0% |
| 6M | +5.4% | +0.8% | +4.5% | +3.3% |
| YTD | -14.4% | +1.0% | -15.3% | -16.8% |
| 1Y | +2.1% | +4.3% | -2.2% | -3.4% |
| 3Y | -10.6% | +9.9% | -20.5% | -20.2% |
| All | -32.8% | -6.7% | -26.0% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling