-22.5%
AAL vs TECK
+293.6%
-316.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | +3.4% | -1.2% | +4.7% | +3.9% |
| 30D | +11.7% | -5.7% | +17.5% | +13.8% |
| 3M | -7.8% | -3.6% | -4.2% | -7.1% |
| 6M | +10.2% | -2.2% | +12.5% | +9.8% |
| YTD | -8.0% | +33.6% | -41.6% | -17.3% |
| 1Y | +8.5% | +49.0% | -40.4% | -5.7% |
| 3Y | +19.5% | +85.4% | -65.9% | -5.2% |
| 5Y | -33.9% | +138.5% | -172.4% | -53.6% |
| 10Y | -66.0% | +218.0% | -284.0% | -80.4% |
| All | -22.5% | +293.6% | -316.1% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling