+87.7%
AAL vs PM
+832.2%
-744.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +3.1% |
| 7D | +4.6% | -5.2% | +9.8% | +8.2% |
| 30D | +2.6% | +2.7% | -0.1% | +0.4% |
| 3M | -17.8% | +6.1% | -23.9% | -21.4% |
| 6M | +1.9% | +18.0% | -16.1% | -10.7% |
| YTD | -14.0% | +26.6% | -40.6% | -29.5% |
| 1Y | +0.2% | +36.7% | -36.4% | -22.2% |
| 3Y | +13.0% | +146.0% | -133.0% | -47.2% |
| 5Y | -39.6% | +164.1% | -203.7% | -74.0% |
| 10Y | -65.7% | +238.8% | -304.5% | -89.3% |
| All | +87.7% | +832.2% | -744.6% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling