+179.5%
AAL vs TNA
+990.0%
-810.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.1% |
| 7D | -0.3% | +4.1% | -4.4% | -2.1% |
| 30D | -19.0% | -7.6% | -11.4% | -16.2% |
| 3M | -5.1% | +8.1% | -13.2% | -8.2% |
| 6M | +15.5% | +49.0% | -33.5% | -4.4% |
| YTD | -15.8% | +51.7% | -67.5% | -31.2% |
| 1Y | -0.3% | +59.6% | -59.9% | -21.5% |
| 3Y | -7.7% | +118.9% | -126.5% | -44.2% |
| 5Y | -32.5% | -19.2% | -13.3% | -44.2% |
| 10Y | -66.0% | +77.2% | -143.2% | -85.7% |
| All | +179.5% | +990.0% | -810.5% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TNA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling