+22.2%
LQD vs AAL
-63.7%
+85.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.1% |
| 7D | -1.1% | -0.9% | -0.2% | -1.1% |
| 30D | -1.3% | -12.9% | +11.6% | -0.8% |
| 3M | -3.2% | -11.2% | +8.0% | -2.9% |
| 6M | -2.1% | +17.8% | -20.0% | -2.8% |
| YTD | -2.4% | -15.1% | +12.8% | -2.1% |
| 1Y | -2.7% | +0.5% | -3.1% | -3.0% |
| 3Y | +14.2% | -7.7% | +21.9% | +13.2% |
| 5Y | -5.8% | -31.3% | +25.5% | -6.4% |
| All | +22.2% | -63.7% | +85.9% | +17.5% |
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