+23.1%
C vs AAL
+1.6%
+21.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +1.7% |
| 7D | +4.7% | +2.9% | +1.8% | +3.6% |
| 30D | +0.2% | +6.5% | -6.3% | -2.2% |
| 3M | -9.3% | -10.9% | +1.5% | -6.2% |
| 6M | -0.8% | +4.9% | -5.7% | -4.9% |
| YTD | +8.5% | -13.2% | +21.7% | +11.7% |
| 1Y | +23.1% | -1.1% | +24.2% | +19.4% |
| All | +23.1% | +1.6% | +21.5% | +19.4% |
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 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