-27.6%
AAL vs TXT
+174.5%
-202.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +3.2% |
| 7D | +4.6% | -2.5% | +7.1% | +6.2% |
| 30D | +2.6% | +14.4% | -11.8% | -6.2% |
| 3M | -17.8% | -4.9% | -12.9% | -15.8% |
| 6M | +1.9% | -10.2% | +12.1% | +7.6% |
| YTD | -14.0% | -4.1% | -9.9% | -13.3% |
| 1Y | +0.2% | +4.0% | -3.7% | -3.9% |
| 3Y | +13.0% | +8.0% | +5.1% | +5.3% |
| 5Y | -39.6% | +8.4% | -48.0% | -43.2% |
| 10Y | -65.7% | +116.6% | -182.3% | -78.3% |
| All | -27.6% | +174.5% | -202.1% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling