+24.5%
ALAB vs AAL
+4.4%
+20.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.3% | -10.7% | -7.4% |
| 7D | -24.9% | +8.3% | -33.2% | -28.1% |
| 30D | -38.4% | +6.2% | -44.6% | -40.4% |
| 3M | -38.3% | -17.7% | -20.6% | -32.7% |
| 6M | +10.9% | +15.4% | -4.5% | +3.7% |
| YTD | +34.2% | -11.1% | +45.3% | +38.3% |
| 1Y | +24.5% | +7.7% | +16.8% | +16.6% |
| All | +24.5% | +4.4% | +20.2% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling