-64.8%
AAL vs TKO
+989.7%
-1,054.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.1% |
| 7D | -0.9% | +2.3% | -3.2% | -1.7% |
| 30D | -12.9% | -2.5% | -10.4% | -12.3% |
| 3M | -11.2% | -10.6% | -0.6% | -8.5% |
| 6M | +17.8% | -5.1% | +22.9% | +18.9% |
| YTD | -15.1% | -8.2% | -6.9% | -13.5% |
| 1Y | +0.5% | -4.4% | +4.9% | +0.9% |
| 3Y | -7.7% | +100.4% | -108.0% | -27.1% |
| 5Y | -31.3% | +294.3% | -325.6% | -56.4% |
| All | -64.8% | +989.7% | -1,054.4% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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