+8.5%
AAL vs MTB
+20.0%
-11.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | +3.4% | -2.0% | +5.4% | +5.6% |
| 30D | +11.7% | +0.1% | +11.6% | +12.0% |
| 3M | -7.8% | -12.1% | +4.3% | +4.1% |
| 6M | +10.2% | +7.3% | +2.9% | +3.3% |
| YTD | -8.0% | +11.5% | -19.6% | -14.0% |
| 1Y | +8.5% | +21.3% | -12.7% | -5.3% |
| All | +8.5% | +20.0% | -11.5% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling