+365.7%
ALAB vs AAL
-7.5%
+373.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.7% | -5.3% | -6.2% |
| 7D | +3.2% | -0.3% | +3.5% | +3.4% |
| 30D | -13.6% | -19.0% | +5.4% | -5.6% |
| 3M | -16.6% | -5.1% | -11.5% | -14.7% |
| 6M | +142.3% | +15.5% | +126.8% | +126.7% |
| YTD | +73.6% | -15.8% | +89.4% | +83.5% |
| 1Y | +33.7% | -0.3% | +34.0% | +31.4% |
| All | +365.7% | -7.5% | +373.2% | +278.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling