+22.7%
C vs AAL
+2.1%
+20.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.4% | -5.0% | 0.0% |
| 7D | -0.9% | +8.3% | -9.2% | -3.6% |
| 30D | -5.4% | +11.0% | -16.4% | -8.8% |
| 3M | -9.2% | -11.2% | +2.0% | -5.9% |
| 6M | -1.8% | +6.1% | -7.9% | -5.8% |
| YTD | +6.7% | -7.6% | +14.3% | +7.7% |
| All | +22.7% | +2.1% | +20.6% | +15.7% |
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