+13.0%
AAL vs THC
+413.3%
-400.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | +4.6% | +3.7% | +0.9% | +3.7% |
| 30D | +2.6% | +9.0% | -6.5% | +0.4% |
| 3M | -17.8% | +10.4% | -28.2% | -19.9% |
| 6M | +1.9% | +45.7% | -43.8% | -7.7% |
| YTD | -14.0% | +42.6% | -56.6% | -21.9% |
| 1Y | +0.2% | +38.8% | -38.5% | -8.6% |
| 3Y | +13.0% | +418.8% | -405.8% | -34.1% |
| All | +13.0% | +413.3% | -400.2% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 3y: compounded portfolio wealth divided by compounded THC 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…
3y analysis · Full analysis span regression · 6 months rolling