-27.6%
AAL vs MTB
+288.2%
-315.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.6% |
| 7D | -0.1% | +1.5% | -1.6% | -1.3% |
| 30D | +11.7% | +2.3% | +9.4% | +9.9% |
| 3M | -12.5% | -12.1% | -0.4% | -2.4% |
| 6M | +3.6% | +9.8% | -6.2% | -4.0% |
| YTD | -14.1% | +12.0% | -26.1% | -21.6% |
| 1Y | +0.8% | +22.0% | -21.3% | -14.6% |
| 3Y | +11.8% | +107.6% | -95.8% | -39.8% |
| 5Y | -35.1% | +61.9% | -96.9% | -59.5% |
| 10Y | -68.3% | +116.3% | -184.6% | -85.5% |
| All | -27.6% | +288.2% | -315.8% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling