+13.0%
AAL vs TLN
+538.9%
-525.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.2% | +0.5% |
| 7D | +4.6% | -1.3% | +5.9% | +4.5% |
| 30D | +2.6% | -10.5% | +13.1% | +4.4% |
| 3M | -17.8% | +0.1% | -17.9% | -18.6% |
| 6M | +1.9% | -17.4% | +19.3% | +3.8% |
| YTD | -14.0% | -9.7% | -4.4% | -14.6% |
| 1Y | +0.2% | -12.3% | +12.5% | -0.1% |
| 3Y | +13.0% | +528.3% | -515.2% | -20.5% |
| All | +13.0% | +538.9% | -525.9% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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