-5.3%
AAL vs MULL
+1,230.7%
-1,236.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.1% | -0.5% |
| 7D | -0.1% | +24.5% | -24.6% | -2.6% |
| 30D | +11.7% | -35.5% | +47.2% | +14.8% |
| 3M | -12.5% | -44.8% | +32.2% | -9.4% |
| 6M | +3.6% | -45.5% | +49.1% | -0.7% |
| YTD | -14.1% | +232.5% | -246.6% | -40.1% |
| 1Y | +0.8% | +343.3% | -342.5% | -34.4% |
| All | -5.3% | +1,230.7% | -1,236.0% | -58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling