+103.2%
GLD vs AAL
+9.3%
+93.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | +4.7% | +4.6% | +0.1% | +4.6% |
| 30D | -0.9% | +2.6% | -3.5% | -1.0% |
| 3M | -4.4% | -17.8% | +13.4% | -4.1% |
| 6M | -13.6% | +1.9% | -15.4% | -13.7% |
| YTD | -6.0% | -14.0% | +8.0% | -6.4% |
| 1Y | +1.8% | +0.2% | +1.5% | +1.4% |
| 3Y | +103.2% | +13.0% | +90.1% | +103.3% |
| All | +103.2% | +9.3% | +93.9% | +103.3% |
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 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