-64.8%
AAL vs TNA
+86.1%
-150.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +0.8% |
| 7D | -0.9% | -7.3% | +6.4% | +2.4% |
| 30D | -12.9% | -14.2% | +1.3% | -6.9% |
| 3M | -11.2% | -4.6% | -6.6% | -9.5% |
| 6M | +17.8% | +36.9% | -19.1% | +1.3% |
| YTD | -15.1% | +42.5% | -57.7% | -28.7% |
| 1Y | +0.5% | +45.8% | -45.3% | -17.5% |
| 3Y | -7.7% | +104.7% | -112.3% | -42.5% |
| 5Y | -31.3% | -21.7% | -9.6% | -42.4% |
| All | -64.8% | +86.1% | -150.9% | -83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling