-66.0%
AAL vs MTB
+119.7%
-185.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | +3.4% | -2.0% | +5.4% | +5.2% |
| 30D | +11.7% | +0.1% | +11.6% | +12.0% |
| 3M | -7.8% | -12.1% | +4.3% | +2.4% |
| 6M | +10.2% | +7.3% | +2.9% | +4.5% |
| YTD | -8.0% | +11.5% | -19.6% | -15.3% |
| 1Y | +8.5% | +21.3% | -12.7% | -6.5% |
| 3Y | +19.5% | +104.1% | -84.6% | -31.8% |
| 5Y | -33.9% | +61.8% | -95.7% | -57.1% |
| 10Y | -66.0% | +115.4% | -181.4% | -82.5% |
| All | -66.0% | +119.7% | -185.8% | -82.5% |
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