+1.4%
AAL vs MULL
+1,351.1%
-1,349.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +24.0% | -24.1% | -2.6% |
| 7D | +3.4% | -2.5% | +6.0% | +2.7% |
| 30D | +11.7% | -40.1% | +51.8% | +15.8% |
| 3M | -7.8% | -28.2% | +20.4% | -7.2% |
| 6M | +10.2% | -39.6% | +49.8% | +4.3% |
| YTD | -8.0% | +262.6% | -270.7% | -36.5% |
| 1Y | +8.5% | +366.2% | -357.6% | -29.5% |
| All | +1.4% | +1,351.1% | -1,349.8% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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