-40.8%
AAL vs Z
-55.4%
+14.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.4% | +2.8% |
| 7D | +4.6% | -4.6% | +9.2% | +6.3% |
| 30D | +2.6% | +8.3% | -5.8% | -1.0% |
| 3M | -17.8% | -11.6% | -6.2% | -15.0% |
| 6M | +1.9% | -33.6% | +35.5% | +16.4% |
| YTD | -14.0% | -56.7% | +42.7% | +13.9% |
| 1Y | +0.2% | -59.1% | +59.4% | +35.1% |
| 3Y | +13.0% | -20.4% | +33.4% | +10.6% |
| All | -40.8% | -55.4% | +14.6% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling