+220.1%
C vs AAL
-64.0%
+284.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.4% | -5.0% | 0.0% |
| 7D | -0.9% | +8.3% | -9.2% | -3.5% |
| 30D | -5.4% | +11.0% | -16.4% | -8.8% |
| 3M | -9.2% | -11.2% | +2.0% | -6.1% |
| 6M | -1.8% | +6.1% | -7.9% | -5.1% |
| YTD | +6.7% | -7.6% | +14.3% | +7.1% |
| 1Y | +23.5% | +3.7% | +19.8% | +19.1% |
| 3Y | +219.8% | +20.5% | +199.3% | +175.1% |
| 5Y | +112.4% | -36.4% | +148.8% | +114.3% |
| 10Y | +220.1% | -65.4% | +285.5% | +223.9% |
| All | +220.1% | -64.0% | +284.1% | +223.9% |
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