+7.7%
AAL vs PL
-0.6%
+8.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.4% | +12.7% | +6.6% |
| 7D | +8.3% | -11.7% | +20.1% | +9.0% |
| 30D | +6.2% | -27.1% | +33.4% | +7.8% |
| 3M | -17.7% | -44.6% | +26.9% | -15.6% |
| 6M | +15.4% | -67.2% | +82.6% | +19.9% |
| YTD | -11.1% | -35.9% | +24.8% | -10.4% |
| 1Y | +7.7% | -0.4% | +8.1% | +7.5% |
| All | +7.7% | -0.6% | +8.4% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling