-7.2%
AAL vs MULL
+2,481.0%
-2,488.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.3% |
| 7D | -0.3% | +14.0% | -14.3% | -1.8% |
| 30D | -19.0% | +24.8% | -43.8% | -21.3% |
| 3M | -5.1% | -16.1% | +11.0% | -8.5% |
| 6M | +15.5% | +330.9% | -315.4% | -15.1% |
| YTD | -15.8% | +545.0% | -560.8% | -44.0% |
| 1Y | -0.3% | +2,427.1% | -2,427.4% | -50.0% |
| All | -7.2% | +2,481.0% | -2,488.2% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling