+74.7%
IBM vs AAL
-7.9%
+82.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | -0.1% |
| 7D | -0.3% | -3.7% | +3.4% | +0.3% |
| 30D | +0.3% | -20.8% | +21.1% | +4.2% |
| 3M | -21.6% | -1.3% | -20.3% | -21.5% |
| 6M | -4.7% | +5.4% | -10.1% | -6.0% |
| YTD | -19.1% | -14.4% | -4.7% | -17.7% |
| 1Y | -2.5% | +2.1% | -4.6% | -3.7% |
| All | +74.7% | -7.9% | +82.5% | +60.7% |
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