-39.1%
AAL vs S
-57.8%
+18.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.2% |
| 7D | -0.3% | -5.8% | +5.5% | +0.9% |
| 30D | -19.0% | -9.2% | -9.8% | -17.7% |
| 3M | -5.1% | +23.4% | -28.4% | -9.8% |
| 6M | +15.5% | +36.9% | -21.5% | +6.5% |
| YTD | -15.8% | +29.5% | -45.3% | -21.8% |
| 1Y | -0.3% | +5.4% | -5.7% | -3.7% |
| 3Y | -7.7% | +14.7% | -22.4% | -16.1% |
| 5Y | -32.5% | -71.5% | +39.0% | -32.2% |
| All | -39.1% | -57.8% | +18.6% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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