-51.4%
C vs AAL
-33.8%
-17.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | +3.6% | -3.7% | +7.4% | +4.9% |
| 30D | +0.1% | -20.8% | +20.9% | +7.8% |
| 3M | +2.4% | -1.3% | +3.7% | +2.0% |
| 6M | +24.9% | +5.4% | +19.6% | +20.8% |
| YTD | +19.8% | -14.4% | +34.2% | +23.7% |
| 1Y | +44.9% | +2.1% | +42.8% | +40.1% |
| 3Y | +263.0% | -10.6% | +273.5% | +245.9% |
| 5Y | +129.5% | -32.2% | +161.7% | +126.1% |
| 10Y | +291.6% | -62.7% | +354.3% | +296.6% |
| All | -51.4% | -33.8% | -17.6% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling