+62.8%
META vs AAL
-32.2%
+95.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.6% |
| 7D | +6.7% | -3.7% | +10.4% | +7.9% |
| 30D | +4.8% | -20.8% | +25.6% | +12.4% |
| 3M | -1.6% | -1.3% | -0.4% | -2.2% |
| 6M | -7.5% | +5.4% | -12.8% | -10.7% |
| YTD | -6.4% | -14.4% | +8.0% | -4.2% |
| 1Y | -17.3% | +2.1% | -19.4% | -20.9% |
| 3Y | +109.9% | -10.6% | +120.5% | +94.0% |
| All | +62.8% | -32.2% | +95.0% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling