+135.0%
GOOG vs AAL
-36.6%
+171.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -2.5% | -0.9% | -1.6% | -2.3% |
| 30D | -3.6% | -16.0% | +12.3% | +0.2% |
| 3M | -6.4% | -4.2% | -2.2% | -6.1% |
| 6M | +7.8% | +15.7% | -7.9% | +3.3% |
| YTD | +5.5% | -16.2% | +21.7% | +7.9% |
| 1Y | +38.3% | +0.2% | +38.0% | +35.0% |
| 3Y | +143.1% | -8.1% | +151.2% | +128.2% |
| 5Y | +135.0% | -32.2% | +167.2% | +124.4% |
| All | +135.0% | -36.6% | +171.6% | +124.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling