+265.0%
C vs AAL
-9.6%
+274.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | +3.6% | -3.7% | +7.4% | +4.7% |
| 30D | +0.1% | -20.8% | +20.9% | +6.9% |
| 3M | +2.4% | -1.3% | +3.7% | +2.0% |
| 6M | +24.9% | +5.4% | +19.6% | +21.0% |
| YTD | +19.8% | -14.4% | +34.2% | +23.0% |
| 1Y | +44.9% | +2.1% | +42.8% | +40.7% |
| All | +265.0% | -9.6% | +274.6% | +219.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling