-65.1%
AAL vs TXT
+100.3%
-165.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | -1.3% | +0.8% | -2.1% | -2.0% |
| 30D | -13.7% | -10.4% | -3.3% | -5.6% |
| 3M | -8.2% | -14.3% | +6.2% | +3.5% |
| 6M | +13.1% | -15.1% | +28.2% | +28.0% |
| YTD | -15.6% | -8.3% | -7.3% | -11.1% |
| 1Y | +1.4% | -0.7% | +2.1% | -0.5% |
| 3Y | -7.4% | +6.0% | -13.4% | -16.3% |
| 5Y | -35.9% | +12.5% | -48.5% | -45.0% |
| 10Y | -65.1% | +103.2% | -168.3% | -81.2% |
| All | -65.1% | +100.3% | -165.4% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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