-63.9%
AAL vs P
+485.4%
-549.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.8% |
| 7D | -3.7% | +6.5% | -10.3% | -5.5% |
| 30D | -20.8% | +18.8% | -39.6% | -25.4% |
| 3M | -1.3% | +26.7% | -28.0% | -9.5% |
| 6M | +5.4% | +62.2% | -56.8% | -11.4% |
| YTD | -14.4% | +48.5% | -62.9% | -27.0% |
| 1Y | +2.1% | +26.4% | -24.3% | -11.2% |
| 3Y | -10.6% | +159.4% | -170.0% | -42.8% |
| 5Y | -32.2% | +275.8% | -308.0% | -62.7% |
| 10Y | -62.7% | +732.0% | -794.7% | -84.5% |
| All | -63.9% | +485.4% | -549.2% | -84.7% |
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