-65.2%
AAL vs TSEM
+1,289.9%
-1,355.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +0.5% |
| 7D | -0.9% | +0.9% | -1.9% | -1.3% |
| 30D | -16.0% | -16.6% | +0.7% | -11.8% |
| 3M | -4.2% | -10.9% | +6.7% | -5.3% |
| 6M | +15.7% | +78.0% | -62.4% | -13.9% |
| YTD | -16.2% | +77.2% | -93.4% | -38.9% |
| 1Y | +0.2% | +207.6% | -207.3% | -41.9% |
| 3Y | -8.1% | +637.8% | -645.9% | -64.4% |
| 5Y | -32.2% | +617.0% | -649.2% | -74.5% |
| All | -65.2% | +1,289.9% | -1,355.1% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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