-49.3%
AAL vs MUB
+77.6%
-126.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | +0.2% |
| 7D | +10.1% | +0.6% | +9.4% | +9.2% |
| 30D | +10.6% | +3.4% | +7.2% | +6.2% |
| 3M | -5.9% | -0.7% | -5.2% | -5.1% |
| 6M | +5.7% | -1.0% | +6.7% | +7.3% |
| YTD | -8.0% | 0.0% | -7.9% | -7.4% |
| 1Y | +6.0% | +0.4% | +5.6% | +6.2% |
| 3Y | +19.6% | +10.5% | +9.1% | +7.1% |
| 5Y | -34.6% | +3.1% | -37.7% | -36.7% |
| 10Y | -65.5% | +22.0% | -87.5% | -70.4% |
| All | -49.3% | +77.6% | -126.9% | -64.2% |
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