-68.6%
AAL vs MTB
+115.1%
-183.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.5% |
| 7D | -0.1% | +1.5% | -1.6% | -1.2% |
| 30D | +11.7% | +2.3% | +9.4% | +10.0% |
| 3M | -12.5% | -12.1% | -0.4% | -2.9% |
| 6M | +3.6% | +9.8% | -6.2% | -3.6% |
| YTD | -14.1% | +12.0% | -26.1% | -21.2% |
| 1Y | +0.8% | +22.0% | -21.3% | -13.7% |
| 3Y | +11.8% | +107.6% | -95.8% | -37.1% |
| 5Y | -35.1% | +61.9% | -96.9% | -57.9% |
| All | -68.6% | +115.1% | -183.7% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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