+192.5%
JNJ vs AAL
-63.7%
+256.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.3% |
| 7D | -3.5% | -0.9% | -2.6% | -3.5% |
| 30D | +2.3% | -12.9% | +15.2% | +2.9% |
| 3M | +12.0% | -11.2% | +23.2% | +12.4% |
| 6M | +10.5% | +17.8% | -7.4% | +9.3% |
| YTD | +30.4% | -15.1% | +45.5% | +30.8% |
| 1Y | +52.1% | +0.5% | +51.7% | +51.1% |
| 3Y | +77.8% | -7.7% | +85.5% | +75.3% |
| 5Y | +82.9% | -31.3% | +114.2% | +80.9% |
| All | +192.5% | -63.7% | +256.3% | +185.8% |
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