+96.9%
GLD vs AAL
+12.6%
+84.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.2% |
| 7D | -4.6% | -0.1% | -4.5% | -4.6% |
| 30D | -5.5% | +11.7% | -17.2% | -5.7% |
| 3M | -10.9% | -12.5% | +1.6% | -10.7% |
| 6M | -17.4% | +3.6% | -21.1% | -17.5% |
| YTD | -10.3% | -14.1% | +3.8% | -10.7% |
| 1Y | -7.2% | +0.8% | -7.9% | -7.5% |
| 3Y | +96.9% | +11.8% | +85.1% | +93.8% |
| All | +96.9% | +12.6% | +84.4% | +93.8% |
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 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