-40.8%
AAL vs S
-67.4%
+26.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.6% |
| 7D | +4.6% | -13.4% | +18.0% | +7.8% |
| 30D | +2.6% | -14.0% | +16.6% | +5.7% |
| 3M | -17.8% | +4.9% | -22.6% | -19.7% |
| 6M | +1.9% | +42.0% | -40.2% | -7.8% |
| YTD | -14.0% | +45.1% | -59.2% | -23.4% |
| 1Y | +0.2% | +33.1% | -32.8% | -9.3% |
| 3Y | +13.0% | +40.6% | -27.6% | -4.0% |
| All | -40.8% | -67.4% | +26.6% | -38.4% |
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