+123.5%
LQD vs AAL
-34.8%
+158.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | 0.0% | -1.3% | +1.3% | 0.0% |
| 30D | -0.2% | -13.7% | +13.5% | 0.0% |
| 3M | -1.7% | -8.2% | +6.5% | -1.6% |
| 6M | -2.7% | +13.1% | -15.8% | -2.9% |
| YTD | -1.4% | -15.6% | +14.2% | -1.3% |
| 1Y | -1.0% | +1.4% | -2.4% | -1.2% |
| 3Y | +15.1% | -7.4% | +22.5% | +14.7% |
| 5Y | -5.2% | -35.9% | +30.8% | -5.4% |
| 10Y | +23.3% | -65.1% | +88.4% | +22.3% |
| All | +123.5% | -34.8% | +158.3% | +112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling