-52.8%
AAL vs MUB
+76.3%
-129.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.7% | -0.9% | -2.9% | -2.7% |
| 30D | -20.8% | -1.4% | -19.4% | -19.4% |
| 3M | -1.3% | -2.2% | +0.9% | +1.6% |
| 6M | +5.4% | -1.9% | +7.3% | +8.3% |
| YTD | -14.4% | -0.8% | -13.6% | -13.1% |
| 1Y | +2.1% | +2.7% | -0.6% | -0.5% |
| 3Y | -10.6% | +8.6% | -19.1% | -18.2% |
| 5Y | -32.2% | +2.0% | -34.3% | -33.6% |
| 10Y | -62.7% | +17.9% | -80.6% | -67.3% |
| All | -52.8% | +76.3% | -129.1% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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