+425.7%
META vs AAL
-64.0%
+489.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.4% | -2.3% | +3.7% |
| 7D | +5.7% | +8.3% | -2.5% | +4.1% |
| 30D | -10.8% | +11.0% | -21.7% | -12.7% |
| 3M | +8.4% | -11.2% | +19.6% | +10.6% |
| 6M | +5.4% | +6.1% | -0.7% | +3.4% |
| YTD | -2.6% | -7.6% | +5.0% | -2.6% |
| 1Y | +3.5% | +3.7% | -0.2% | +1.1% |
| 3Y | +102.0% | +20.5% | +81.5% | +85.1% |
| 5Y | +93.1% | -36.4% | +129.5% | +91.0% |
| 10Y | +425.7% | -65.4% | +491.1% | +437.1% |
| All | +425.7% | -64.0% | +489.7% | +437.1% |
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