-27.8%
AAL vs TGT
+421.4%
-449.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.1% |
| 7D | -3.7% | +0.8% | -4.5% | -4.3% |
| 30D | -20.8% | +12.2% | -33.0% | -26.8% |
| 3M | -1.3% | +33.8% | -35.1% | -18.5% |
| 6M | +5.4% | +39.3% | -33.9% | -15.8% |
| YTD | -14.4% | +72.9% | -87.2% | -40.8% |
| 1Y | +2.1% | +84.6% | -82.5% | -32.7% |
| 3Y | -10.6% | +46.2% | -56.8% | -36.8% |
| 5Y | -32.2% | -21.3% | -10.9% | -32.4% |
| 10Y | -62.7% | +213.5% | -276.2% | -89.7% |
| All | -27.8% | +421.4% | -449.2% | -88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling