-37.9%
AAL vs S
-52.7%
+14.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.6% |
| 7D | +4.6% | -13.4% | +18.0% | +7.6% |
| 30D | +2.6% | -14.0% | +16.6% | +5.4% |
| 3M | -17.8% | +4.9% | -22.6% | -19.6% |
| 6M | +1.9% | +42.0% | -40.2% | -7.0% |
| YTD | -14.0% | +45.1% | -59.2% | -22.6% |
| 1Y | +0.2% | +33.1% | -32.8% | -8.5% |
| 3Y | +13.0% | +40.6% | -27.6% | -2.1% |
| 5Y | -39.6% | -67.5% | +27.9% | -41.2% |
| All | -37.9% | -52.7% | +14.8% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling