+214.2%
ARM vs AAL
-1.0%
+215.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.8% | +1.0% |
| 7D | +19.8% | +2.9% | +16.9% | +18.2% |
| 30D | -21.8% | +6.5% | -28.3% | -24.3% |
| 3M | -26.5% | -10.9% | -15.7% | -22.4% |
| 6M | -3.9% | +4.9% | -8.8% | -6.5% |
| YTD | +82.8% | -13.2% | +95.9% | +90.9% |
| 1Y | +34.3% | -1.1% | +35.4% | +32.1% |
| 3Y | +282.2% | +12.8% | +269.4% | +198.6% |
| All | +214.2% | -1.0% | +215.1% | +163.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling