-11.7%
AAL vs TLN
+583.6%
-595.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.5% | +0.4% |
| 7D | -3.7% | +7.1% | -10.8% | -5.2% |
| 30D | -20.8% | -3.9% | -16.9% | -20.3% |
| 3M | -1.3% | -16.2% | +14.9% | +1.5% |
| 6M | +5.4% | -5.8% | +11.2% | +5.4% |
| YTD | -14.4% | -15.4% | +1.1% | -12.9% |
| 1Y | +2.1% | -16.7% | +18.8% | +3.8% |
| 3Y | -10.6% | +473.8% | -484.3% | -41.7% |
| All | -11.7% | +583.6% | -595.3% | -45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling