-34.4%
AAL vs MSCI
+7.0%
-41.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -4.9% |
| 7D | +2.9% | -0.7% | +3.6% | +3.3% |
| 30D | +6.5% | +16.2% | -9.7% | -0.4% |
| 3M | -10.9% | +16.1% | -27.0% | -16.8% |
| 6M | +4.9% | +12.9% | -8.0% | -2.0% |
| YTD | -13.2% | +14.8% | -28.0% | -20.6% |
| 1Y | -1.1% | +13.8% | -14.9% | -9.2% |
| 3Y | +12.8% | +31.2% | -18.4% | -8.5% |
| 5Y | -34.4% | +5.6% | -40.0% | -44.8% |
| All | -34.4% | +7.0% | -41.4% | -44.8% |
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 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