-40.8%
AAL vs P
+247.4%
-288.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.1% |
| 7D | +4.6% | -23.8% | +28.4% | +10.9% |
| 30D | +2.6% | -36.6% | +39.2% | +13.3% |
| 3M | -17.8% | +10.9% | -28.7% | -22.2% |
| 6M | +1.9% | +30.0% | -28.1% | -9.4% |
| YTD | -14.0% | +44.4% | -58.4% | -26.8% |
| 1Y | +0.2% | +3.9% | -3.7% | -8.4% |
| 3Y | +13.0% | +176.6% | -163.6% | -32.7% |
| All | -40.8% | +247.4% | -288.2% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling