+193.0%
ARM vs AAL
+5.4%
+187.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.4% | -0.7% | +3.1% |
| 7D | -5.3% | +8.3% | -13.6% | -8.9% |
| 30D | -30.0% | +11.0% | -41.0% | -33.6% |
| 3M | -34.1% | -11.2% | -22.9% | -30.3% |
| 6M | -12.6% | +6.1% | -18.7% | -15.6% |
| YTD | +70.4% | -7.6% | +78.1% | +72.9% |
| 1Y | +22.3% | +3.7% | +18.5% | +17.4% |
| 3Y | +261.2% | +20.5% | +240.7% | +173.3% |
| All | +193.0% | +5.4% | +187.6% | +138.4% |
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