+444.1%
META vs AAL
-65.3%
+509.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +3.3% | +10.1% | -6.8% | +1.4% |
| 30D | -10.8% | +10.6% | -21.3% | -12.6% |
| 3M | +7.9% | -5.9% | +13.8% | +9.0% |
| 6M | +5.4% | +5.7% | -0.3% | +3.5% |
| YTD | -2.6% | -8.0% | +5.4% | -2.5% |
| 1Y | +1.9% | +6.0% | -4.1% | -0.9% |
| 3Y | +97.0% | +19.6% | +77.4% | +80.7% |
| 5Y | +97.6% | -34.6% | +132.2% | +95.0% |
| All | +444.1% | -65.3% | +509.3% | +455.8% |
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