+143.0%
IBM vs AAL
-35.4%
+178.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.6% |
| 7D | -2.2% | +10.1% | -12.3% | -3.7% |
| 30D | +7.7% | +10.6% | -2.9% | +5.9% |
| 3M | +3.5% | -5.9% | +9.4% | +4.2% |
| 6M | +7.2% | +5.7% | +1.5% | +5.9% |
| YTD | -15.8% | -8.0% | -7.8% | -15.6% |
| 1Y | -19.3% | +6.0% | -25.3% | -20.7% |
| 3Y | +78.0% | +19.6% | +58.4% | +66.2% |
| 5Y | +143.0% | -34.6% | +177.6% | +137.5% |
| All | +143.0% | -35.4% | +178.4% | +137.5% |
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 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