+144.5%
IBM vs AAL
-65.6%
+210.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.1% | +3.3% |
| 7D | +3.6% | -1.3% | +4.9% | +3.8% |
| 30D | +1.5% | -13.7% | +15.3% | +4.0% |
| 3M | -12.9% | -8.2% | -4.7% | -11.9% |
| 6M | -3.9% | +13.1% | -17.0% | -6.4% |
| YTD | -17.3% | -15.6% | -1.8% | -15.7% |
| 1Y | -5.0% | +1.4% | -6.4% | -6.3% |
| 3Y | +78.2% | -7.4% | +85.7% | +72.0% |
| 5Y | +120.6% | -35.9% | +156.6% | +118.8% |
| 10Y | +144.5% | -65.1% | +209.6% | +138.5% |
| All | +144.5% | -65.6% | +210.1% | +138.5% |
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