-3.5%
AAL vs Q
+78.4%
-81.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | -0.2% |
| 7D | -1.3% | +6.6% | -7.9% | -2.8% |
| 30D | -13.7% | -6.6% | -7.2% | -12.5% |
| 3M | -8.2% | -13.2% | +5.1% | -6.4% |
| 6M | +13.1% | +9.9% | +3.2% | +7.0% |
| YTD | -15.6% | +53.9% | -69.5% | -23.4% |
| All | -3.5% | +78.4% | -81.9% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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