-57.7%
C vs AAL
-33.6%
-24.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.1% |
| 7D | -2.4% | +4.6% | -7.0% | -3.9% |
| 30D | -6.0% | +2.6% | -8.5% | -6.9% |
| 3M | -10.5% | -17.8% | +7.2% | -5.1% |
| 6M | -5.7% | +1.9% | -7.6% | -7.6% |
| YTD | +4.1% | -14.0% | +18.2% | +7.1% |
| 1Y | +20.5% | +0.2% | +20.3% | +17.6% |
| 3Y | +208.1% | +13.0% | +195.1% | +171.9% |
| 5Y | +110.4% | -39.6% | +150.0% | +115.9% |
| 10Y | +234.6% | -65.7% | +300.3% | +248.1% |
| All | -57.7% | -33.6% | -24.2% | -82.3% |
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