-68.6%
AAL vs TXT
+89.4%
-158.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.4% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +11.7% | +13.3% | -1.6% | 0.0% |
| 3M | -12.5% | -5.0% | -7.6% | -9.7% |
| 6M | +3.6% | -8.4% | +12.0% | +9.6% |
| YTD | -14.1% | -4.0% | -10.1% | -13.8% |
| 1Y | +0.8% | +2.8% | -2.0% | -4.6% |
| 3Y | +11.8% | +10.3% | +1.5% | -2.7% |
| 5Y | -35.1% | +9.2% | -44.2% | -43.2% |
| All | -68.6% | +89.4% | -158.0% | -82.5% |
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