+93.4%
META vs AAL
+7.2%
+86.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.1% | +1.2% | -2.8% |
| 7D | -3.1% | +1.2% | -4.3% | -3.4% |
| 30D | -18.1% | -0.5% | -17.6% | -18.2% |
| 3M | +2.9% | -22.0% | +24.9% | +8.5% |
| 6M | +0.2% | +4.5% | -4.3% | -1.8% |
| YTD | -8.1% | -15.7% | +7.6% | -6.4% |
| 1Y | -4.5% | -3.7% | -0.9% | -6.0% |
| All | +93.4% | +7.2% | +86.2% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling