+5.6%
AAL vs Q
+77.9%
-72.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +6.9% | +0.5% | +5.8% |
| 7D | +8.3% | +8.4% | -0.2% | +6.2% |
| 30D | +11.0% | -1.2% | +12.2% | +10.9% |
| 3M | -11.2% | -9.3% | -1.9% | -9.6% |
| 6M | +6.1% | -15.0% | +21.1% | +7.6% |
| YTD | -7.6% | +53.5% | -61.1% | -16.6% |
| 1Y | +3.7% | +35.9% | -32.1% | -7.6% |
| All | +5.6% | +77.9% | -72.3% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling