+6.4%
AAL vs Z
-58.2%
+64.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.8% | +3.6% | +6.1% |
| 7D | +8.3% | -5.2% | +13.4% | +10.1% |
| 30D | +11.0% | +5.7% | +5.2% | +8.9% |
| 3M | -11.2% | -8.7% | -2.4% | -9.4% |
| 6M | +6.1% | -26.0% | +32.0% | +15.1% |
| YTD | -7.6% | -55.0% | +47.4% | +12.2% |
| All | +6.4% | -58.2% | +64.6% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling