-35.2%
AAL vs S
-71.1%
+35.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.0% |
| 7D | -0.1% | +2.0% | -2.1% | -0.4% |
| 30D | +11.7% | -2.7% | +14.4% | +12.1% |
| 3M | -12.5% | -6.9% | -5.7% | -12.1% |
| 6M | +3.6% | +38.1% | -34.4% | -5.6% |
| YTD | -14.1% | +48.0% | -62.1% | -23.8% |
| 1Y | +0.8% | +34.5% | -33.7% | -9.1% |
| 3Y | +11.8% | +38.3% | -26.5% | -4.8% |
| All | -35.2% | -71.1% | +35.9% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling