-66.9%
AAL vs Z
+25.1%
-92.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.4% | +1.8% |
| 7D | -3.7% | -3.0% | -0.7% | -3.0% |
| 30D | -20.8% | -4.2% | -16.6% | -20.1% |
| 3M | -1.3% | -3.7% | +2.4% | -0.8% |
| 6M | +5.4% | -24.5% | +29.9% | +12.6% |
| YTD | -14.4% | -49.3% | +34.9% | +1.2% |
| 1Y | +2.1% | -58.7% | +60.8% | +26.6% |
| 3Y | -10.6% | -34.1% | +23.6% | -4.7% |
| 5Y | -32.2% | -64.5% | +32.3% | -22.9% |
| 10Y | -62.7% | -0.5% | -62.2% | -71.5% |
| All | -66.9% | +25.1% | -92.0% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling