-22.2%
AAL vs TXT
+180.6%
-202.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.2% | +5.2% | +6.0% |
| 7D | +8.3% | -3.5% | +11.8% | +10.7% |
| 30D | +11.0% | +15.2% | -4.2% | +1.2% |
| 3M | -11.2% | -4.5% | -6.7% | -9.2% |
| 6M | +6.1% | -6.1% | +12.2% | +9.1% |
| YTD | -7.6% | -2.0% | -5.7% | -8.1% |
| 1Y | +3.7% | +4.2% | -0.5% | -0.6% |
| 3Y | +20.5% | +14.4% | +6.1% | +8.4% |
| 5Y | -36.4% | +12.3% | -48.7% | -41.4% |
| 10Y | -65.4% | +101.8% | -167.3% | -77.4% |
| All | -22.2% | +180.6% | -202.8% | -53.5% |
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 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