+1,580.3%
LLY vs AAL
-65.6%
+1,645.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -3.1% | -1.3% | -1.8% | -3.0% |
| 30D | -8.6% | -13.7% | +5.1% | -7.9% |
| 3M | -1.6% | -8.2% | +6.5% | -1.4% |
| 6M | +11.8% | +13.1% | -1.3% | +10.6% |
| YTD | +5.1% | -15.6% | +20.7% | +5.6% |
| 1Y | +50.7% | +1.4% | +49.3% | +49.6% |
| 3Y | +95.7% | -7.4% | +103.1% | +92.4% |
| 5Y | +390.2% | -35.9% | +426.1% | +384.8% |
| 10Y | +1,580.3% | -65.1% | +1,645.4% | +1,549.3% |
| All | +1,580.3% | -65.6% | +1,645.9% | +1,549.3% |
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 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