-32.6%
AAL vs ZBRA
-40.4%
+7.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.3% |
| 7D | -0.9% | -3.4% | +2.5% | +0.8% |
| 30D | -12.9% | -7.4% | -5.5% | -9.5% |
| 3M | -11.2% | +57.5% | -68.7% | -31.6% |
| 6M | +17.8% | +64.0% | -46.1% | -12.2% |
| YTD | -15.1% | +44.3% | -59.4% | -32.8% |
| 1Y | +0.5% | +10.9% | -10.4% | -8.7% |
| 3Y | -7.7% | +37.5% | -45.2% | -27.5% |
| All | -32.6% | -40.4% | +7.8% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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