+8.5%
AAL vs S
+38.7%
-30.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | +3.4% | +1.2% | +2.2% | +3.2% |
| 30D | +11.7% | -7.3% | +19.1% | +12.2% |
| 3M | -7.8% | +5.9% | -13.7% | -8.8% |
| 6M | +10.2% | +45.6% | -35.4% | +4.9% |
| YTD | -8.0% | +58.5% | -66.6% | -14.6% |
| 1Y | +8.5% | +37.6% | -29.1% | +0.9% |
| All | +8.5% | +38.7% | -30.1% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling