-65.0%
AAL vs TECK
+405.7%
-470.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.1% |
| 7D | -1.3% | +4.9% | -6.2% | -3.2% |
| 30D | -13.7% | +5.2% | -18.9% | -15.6% |
| 3M | -8.2% | +13.8% | -22.0% | -13.4% |
| 6M | +13.1% | +38.5% | -25.4% | -1.6% |
| YTD | -15.6% | +47.3% | -62.9% | -28.9% |
| 1Y | +1.4% | +81.0% | -79.6% | -21.9% |
| 3Y | -7.4% | +79.9% | -87.3% | -31.3% |
| 5Y | -35.9% | +207.9% | -243.8% | -64.6% |
| All | -65.0% | +405.7% | -470.7% | -85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling