+105.9%
C vs AAL
-40.6%
+146.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.1% |
| 7D | -2.4% | +4.6% | -7.0% | -3.7% |
| 30D | -6.0% | +2.6% | -8.5% | -6.8% |
| 3M | -10.5% | -17.8% | +7.2% | -5.6% |
| 6M | -5.7% | +1.9% | -7.6% | -7.5% |
| YTD | +4.1% | -14.0% | +18.2% | +6.8% |
| 1Y | +20.5% | +0.2% | +20.3% | +17.9% |
| 3Y | +208.1% | +13.0% | +195.1% | +172.1% |
| All | +105.9% | -40.6% | +146.5% | +104.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling