-13.3%
IBM vs AAL
+4.4%
-17.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.6% | +0.3% |
| 7D | +0.4% | +8.3% | -7.9% | -1.4% |
| 30D | +14.8% | +6.2% | +8.5% | +13.0% |
| 3M | +8.9% | -17.7% | +26.6% | +13.5% |
| 6M | +12.4% | +15.4% | -3.0% | +8.6% |
| YTD | -12.4% | -11.1% | -1.3% | -11.4% |
| 1Y | -13.3% | +7.7% | -21.0% | -15.3% |
| All | -13.3% | +4.4% | -17.6% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling