+124.5%
GLD vs AAL
-7.8%
+132.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | -0.1% | -1.7% |
| 7D | +0.7% | -0.3% | +1.1% | +0.8% |
| 30D | +0.3% | -19.0% | +19.3% | +0.6% |
| 3M | +0.6% | -5.1% | +5.7% | +0.7% |
| 6M | -15.6% | +15.5% | -31.1% | -15.6% |
| YTD | +0.9% | -15.8% | +16.6% | +0.5% |
| 1Y | +19.4% | -0.3% | +19.7% | +19.1% |
| 3Y | +124.5% | -7.7% | +132.1% | +124.2% |
| All | +124.5% | -7.8% | +132.2% | +124.2% |
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