-65.2%
AAL vs TECK
+373.8%
-439.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.6% | +1.7% |
| 7D | -0.9% | -4.2% | +3.3% | +0.5% |
| 30D | -16.0% | -0.4% | -15.6% | -16.1% |
| 3M | -4.2% | +10.1% | -14.4% | -8.7% |
| 6M | +15.7% | +26.0% | -10.3% | +4.3% |
| YTD | -16.2% | +38.0% | -54.2% | -27.7% |
| 1Y | +0.2% | +63.8% | -63.5% | -19.8% |
| 3Y | -8.1% | +68.5% | -76.6% | -30.1% |
| 5Y | -32.2% | +179.2% | -211.4% | -61.1% |
| All | -65.2% | +373.8% | -439.0% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TECK 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling