-65.5%
AAL vs Z
-19.5%
-46.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.2% | +1.2% |
| 7D | +10.1% | -6.5% | +16.5% | +12.1% |
| 30D | +10.6% | -0.1% | +10.7% | +10.3% |
| 3M | -5.9% | -14.1% | +8.2% | -2.6% |
| 6M | +5.7% | -30.1% | +35.7% | +15.4% |
| YTD | -8.0% | -57.5% | +49.6% | +14.4% |
| 1Y | +6.0% | -60.3% | +66.3% | +33.8% |
| 3Y | +19.6% | -21.0% | +40.6% | +21.5% |
| 5Y | -34.6% | -54.9% | +20.3% | -27.3% |
| 10Y | -65.5% | -16.0% | -49.5% | -73.6% |
| All | -65.5% | -19.5% | -46.0% | -73.6% |
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