+404.3%
META vs AAL
-66.2%
+470.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.5% |
| 7D | -0.8% | +4.6% | -5.4% | -1.7% |
| 30D | -15.4% | +2.6% | -18.0% | -16.0% |
| 3M | +3.5% | -17.8% | +21.3% | +7.2% |
| 6M | -0.3% | +1.9% | -2.1% | -1.4% |
| YTD | -7.3% | -14.0% | +6.7% | -6.1% |
| 1Y | -1.1% | +0.2% | -1.3% | -2.8% |
| 3Y | +95.1% | +13.0% | +82.0% | +80.9% |
| 5Y | +80.6% | -39.6% | +120.2% | +80.7% |
| All | +404.3% | -66.2% | +470.5% | +414.9% |
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