-68.6%
AAL vs PM
+264.7%
-333.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.2% | -1.5% |
| 7D | -0.1% | +0.5% | -0.6% | -0.4% |
| 30D | +11.7% | -3.2% | +14.9% | +12.9% |
| 3M | -12.5% | +6.2% | -18.8% | -14.9% |
| 6M | +3.6% | +7.7% | -4.1% | -0.4% |
| YTD | -14.1% | +27.3% | -41.4% | -23.9% |
| 1Y | +0.8% | +32.8% | -32.0% | -12.5% |
| 3Y | +11.8% | +150.0% | -138.2% | -32.9% |
| 5Y | -35.1% | +164.2% | -199.3% | -62.7% |
| All | -68.6% | +264.7% | -333.3% | -85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling