+7.7%
AAL vs PM
+48.8%
-41.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.8% | +6.5% |
| 7D | +8.3% | +4.3% | +4.1% | +8.9% |
| 30D | +6.2% | +11.5% | -5.2% | +7.7% |
| 3M | -17.7% | +13.0% | -30.7% | -16.3% |
| 6M | +15.4% | +25.9% | -10.5% | +18.3% |
| YTD | -11.1% | +34.0% | -45.1% | -9.1% |
| 1Y | +7.7% | +46.9% | -39.1% | +9.1% |
| All | +7.7% | +48.8% | -41.1% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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