+4,524.1%
MU vs AAL
-68.0%
+4,592.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | +0.3% |
| 7D | +21.6% | +2.9% | +18.7% | +20.5% |
| 30D | -16.2% | +6.5% | -22.7% | -18.2% |
| 3M | -12.4% | -10.9% | -1.5% | -9.2% |
| 6M | +4.2% | +4.9% | -0.7% | +1.9% |
| YTD | +180.0% | -13.2% | +193.1% | +187.4% |
| 1Y | +226.4% | -1.1% | +227.5% | +220.8% |
| 3Y | +969.7% | +12.8% | +956.9% | +861.3% |
| 5Y | +957.9% | -34.4% | +992.3% | +984.1% |
| All | +4,524.1% | -68.0% | +4,592.1% | +5,239.0% |
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