-35.9%
AAL vs MTB
+103.4%
-139.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.4% |
| 7D | -1.3% | +1.1% | -2.4% | -2.1% |
| 30D | -13.7% | -4.6% | -9.1% | -10.8% |
| 3M | -8.2% | +6.3% | -14.4% | -11.9% |
| 6M | +13.1% | +15.6% | -2.5% | +2.2% |
| YTD | -15.6% | +20.6% | -36.1% | -25.7% |
| 1Y | +1.4% | +22.5% | -21.1% | -11.8% |
| 3Y | -7.4% | +114.4% | -121.9% | -43.0% |
| 5Y | -35.9% | +101.9% | -137.8% | -60.1% |
| All | -35.9% | +103.4% | -139.3% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling