+894.4%
MSFT vs AAL
-65.3%
+959.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -6.2% | +3.4% | -9.7% | -6.7% |
| 30D | -3.7% | +11.7% | -15.4% | -5.3% |
| 3M | +3.6% | -7.8% | +11.4% | +4.7% |
| 6M | +26.8% | +10.2% | +16.6% | +24.3% |
| YTD | +8.4% | -8.0% | +16.5% | +8.4% |
| 1Y | +3.3% | +8.5% | -5.3% | +0.7% |
| 3Y | +44.3% | +19.5% | +24.8% | +34.0% |
| 5Y | +63.3% | -33.9% | +97.2% | +60.8% |
| 10Y | +894.4% | -66.0% | +960.4% | +965.6% |
| All | +894.4% | -65.3% | +959.7% | +965.6% |
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