+45.6%
C vs AAL
-1.2%
+46.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | +3.2% | -0.3% | +3.5% | +3.2% |
| 30D | +1.3% | -19.0% | +20.3% | +7.8% |
| 3M | +3.1% | -5.1% | +8.2% | +3.7% |
| 6M | +29.6% | +15.5% | +14.1% | +19.9% |
| YTD | +19.0% | -15.8% | +34.7% | +22.0% |
| 1Y | +45.6% | -0.3% | +46.0% | +38.7% |
| All | +45.6% | -1.2% | +46.9% | +38.7% |
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