-65.2%
AAL vs MTB
+172.9%
-238.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.0% |
| 7D | -0.9% | -0.4% | -0.5% | -0.6% |
| 30D | -16.0% | -4.6% | -11.4% | -12.8% |
| 3M | -4.2% | +7.4% | -11.7% | -9.5% |
| 6M | +15.7% | +18.7% | -3.0% | +1.0% |
| YTD | -16.2% | +21.1% | -37.2% | -27.8% |
| 1Y | +0.2% | +24.1% | -23.8% | -15.4% |
| 3Y | -8.1% | +115.3% | -123.4% | -49.9% |
| 5Y | -32.2% | +106.0% | -138.2% | -64.4% |
| All | -65.2% | +172.9% | -238.1% | -84.1% |
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