+44.4%
ALAB vs AAL
+1.6%
+42.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.6% | +4.3% | +1.8% |
| 7D | +26.9% | +2.9% | +24.0% | +25.2% |
| 30D | -30.0% | +6.5% | -36.5% | -32.1% |
| 3M | -28.5% | -10.9% | -17.7% | -24.1% |
| 6M | +11.4% | +4.9% | +6.5% | +9.7% |
| YTD | +36.9% | -13.2% | +50.1% | +45.0% |
| 1Y | +44.4% | -1.1% | +45.5% | +42.1% |
| All | +44.4% | +1.6% | +42.8% | +42.1% |
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