-38.1%
AAL vs S
-56.8%
+18.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | -3.7% | -7.7% | +4.0% | -2.2% |
| 30D | -20.8% | -5.3% | -15.5% | -20.2% |
| 3M | -1.3% | +20.3% | -21.5% | -5.7% |
| 6M | +5.4% | +47.4% | -42.0% | -4.4% |
| YTD | -14.4% | +32.5% | -46.9% | -20.8% |
| 1Y | +2.1% | +9.5% | -7.4% | -2.2% |
| 3Y | -10.6% | +15.5% | -26.1% | -18.9% |
| 5Y | -32.2% | -71.2% | +39.0% | -32.2% |
| All | -38.1% | -56.8% | +18.7% | -36.6% |
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