-66.0%
AAL vs Z
-7.0%
-59.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.8% | +0.1% |
| 7D | -0.3% | -3.3% | +2.9% | +0.5% |
| 30D | -19.0% | -3.7% | -15.3% | -18.4% |
| 3M | -5.1% | -7.0% | +1.9% | -3.7% |
| 6M | +15.5% | -29.5% | +45.0% | +25.9% |
| YTD | -15.8% | -52.6% | +36.8% | +1.9% |
| 1Y | -0.3% | -64.0% | +63.7% | +29.4% |
| 3Y | -7.7% | -36.4% | +28.8% | -0.5% |
| 5Y | -32.5% | -65.8% | +33.2% | -22.3% |
| 10Y | -66.0% | -5.8% | -60.1% | -74.0% |
| All | -66.0% | -7.0% | -59.0% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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