-65.2%
AAL vs TGT
+207.2%
-272.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -0.9% | -5.0% | +4.1% | +1.0% |
| 30D | -16.0% | +3.0% | -19.0% | -17.1% |
| 3M | -4.2% | +22.6% | -26.9% | -11.6% |
| 6M | +15.7% | +31.2% | -15.5% | +3.8% |
| YTD | -16.2% | +63.7% | -79.9% | -30.9% |
| 1Y | +0.2% | +78.5% | -78.3% | -20.2% |
| 3Y | -8.1% | +40.5% | -48.6% | -22.9% |
| 5Y | -32.2% | -25.6% | -6.6% | -32.1% |
| All | -65.2% | +207.2% | -272.4% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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