-64.8%
AAL vs MTCH
+208.0%
-272.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +0.8% |
| 7D | -0.9% | +1.3% | -2.2% | -1.3% |
| 30D | -12.9% | +15.9% | -28.7% | -16.9% |
| 3M | -11.2% | +23.3% | -34.5% | -17.0% |
| 6M | +17.8% | +40.1% | -22.3% | +5.8% |
| YTD | -15.1% | +33.6% | -48.7% | -22.8% |
| 1Y | +0.5% | +14.1% | -13.6% | -4.2% |
| 3Y | -7.7% | +1.4% | -9.1% | -11.4% |
| 5Y | -31.3% | -73.1% | +41.8% | -9.9% |
| All | -64.8% | +208.0% | -272.8% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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