+915.1%
MSFT vs AAL
-68.3%
+983.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.3% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -1.8% | +11.7% | -13.5% | -3.5% |
| 3M | +5.6% | -12.5% | +18.2% | +7.5% |
| 6M | +29.8% | +3.6% | +26.2% | +28.3% |
| YTD | +9.0% | -14.1% | +23.1% | +10.0% |
| 1Y | +4.9% | +0.8% | +4.2% | +3.4% |
| 3Y | +46.2% | +11.8% | +34.4% | +37.0% |
| 5Y | +62.1% | -35.1% | +97.2% | +60.2% |
| All | +915.1% | -68.3% | +983.4% | +1,001.3% |
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