-40.8%
AAL vs THC
+274.4%
-315.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.3% |
| 7D | +4.6% | +3.7% | +0.9% | +3.5% |
| 30D | +2.6% | +9.0% | -6.5% | 0.0% |
| 3M | -17.8% | +10.4% | -28.2% | -20.3% |
| 6M | +1.9% | +45.7% | -43.8% | -9.6% |
| YTD | -14.0% | +42.6% | -56.6% | -23.8% |
| 1Y | +0.2% | +38.8% | -38.5% | -10.7% |
| 3Y | +13.0% | +418.8% | -405.8% | -37.8% |
| All | -40.8% | +274.4% | -315.1% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling