-68.6%
AAL vs P
+652.0%
-720.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.9% | -0.5% |
| 7D | -0.1% | +11.6% | -11.7% | -3.2% |
| 30D | +11.7% | -23.7% | +35.4% | +19.0% |
| 3M | -12.5% | -8.0% | -4.6% | -12.7% |
| 6M | +3.6% | +27.9% | -24.3% | -8.4% |
| YTD | -14.1% | +61.2% | -75.2% | -30.6% |
| 1Y | +0.8% | +28.6% | -27.9% | -14.9% |
| 3Y | +11.8% | +200.5% | -188.7% | -35.3% |
| 5Y | -35.1% | +282.9% | -318.0% | -66.8% |
| All | -68.6% | +652.0% | -720.6% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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