+885.0%
MSFT vs AAL
-65.6%
+950.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -1.0% | -1.3% | +0.3% | -0.9% |
| 30D | -2.7% | -13.7% | +11.1% | -0.6% |
| 3M | +22.1% | -8.2% | +30.3% | +23.2% |
| 6M | +20.6% | +13.1% | +7.5% | +17.6% |
| YTD | +2.3% | -15.6% | +17.9% | +3.7% |
| 1Y | -0.5% | +1.4% | -2.0% | -2.3% |
| 3Y | +50.5% | -7.4% | +58.0% | +45.1% |
| 5Y | +72.3% | -35.9% | +108.3% | +70.7% |
| 10Y | +885.0% | -65.1% | +950.1% | +970.7% |
| All | +885.0% | -65.6% | +950.6% | +970.7% |
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 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