-63.8%
AAL vs P
+469.1%
-532.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.0% |
| 7D | +4.6% | -23.8% | +28.4% | +11.8% |
| 30D | +2.6% | -36.6% | +39.2% | +14.8% |
| 3M | -17.8% | +10.9% | -28.7% | -22.6% |
| 6M | +1.9% | +30.0% | -28.1% | -10.4% |
| YTD | -14.0% | +44.4% | -58.4% | -27.7% |
| 1Y | +0.2% | +3.9% | -3.7% | -9.3% |
| 3Y | +13.0% | +176.6% | -163.6% | -30.7% |
| 5Y | -39.6% | +249.3% | -288.9% | -66.7% |
| 10Y | -65.7% | +726.9% | -792.6% | -85.9% |
| All | -63.8% | +469.1% | -532.9% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling