+109.8%
AAPL vs AAL
-32.3%
+142.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.0% | -1.3% | -1.7% | -2.7% |
| 30D | +2.3% | -13.7% | +16.0% | +5.7% |
| 3M | +8.6% | -8.2% | +16.8% | +9.8% |
| 6M | +21.6% | +13.1% | +8.4% | +16.0% |
| YTD | +16.3% | -15.6% | +31.9% | +18.7% |
| 1Y | +35.1% | +1.4% | +33.6% | +30.6% |
| 3Y | +79.4% | -7.4% | +86.8% | +66.4% |
| 5Y | +109.8% | -35.9% | +145.8% | +103.7% |
| All | +109.8% | -32.3% | +142.1% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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