+26.0%
C vs AAL
+4.4%
+21.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.7% | -0.4% |
| 7D | +1.1% | +8.3% | -7.3% | -1.6% |
| 30D | -2.4% | +6.2% | -8.7% | -4.5% |
| 3M | -8.4% | -17.7% | +9.3% | -2.8% |
| 6M | +0.3% | +15.4% | -15.1% | -7.1% |
| YTD | +9.1% | -11.1% | +20.2% | +10.8% |
| 1Y | +26.0% | +7.7% | +18.3% | +19.8% |
| All | +26.0% | +4.4% | +21.7% | +19.8% |
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