+780.7%
GOOG vs AAL
-63.7%
+844.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.3% |
| 7D | 0.0% | -0.9% | +1.0% | +0.2% |
| 30D | -2.0% | -12.9% | +10.9% | +0.3% |
| 3M | -5.9% | -11.2% | +5.3% | -4.2% |
| 6M | +8.9% | +17.8% | -8.9% | +5.3% |
| YTD | +7.1% | -15.1% | +22.2% | +8.9% |
| 1Y | +39.7% | +0.5% | +39.2% | +37.5% |
| 3Y | +145.8% | -7.7% | +153.5% | +136.8% |
| 5Y | +138.6% | -31.3% | +169.9% | +134.9% |
| All | +780.7% | -63.7% | +844.4% | +844.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling