+5,928.1%
MU vs AAL
-33.6%
+5,961.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +4.6% |
| 7D | -22.0% | +4.6% | -26.6% | -23.0% |
| 30D | -36.6% | +2.6% | -39.1% | -37.1% |
| 3M | -21.7% | -17.8% | -3.9% | -17.8% |
| 6M | +3.5% | +1.9% | +1.7% | +2.6% |
| YTD | +141.9% | -14.0% | +156.0% | +148.2% |
| 1Y | +189.8% | +0.2% | +189.6% | +185.5% |
| 3Y | +855.4% | +13.0% | +842.3% | +786.1% |
| 5Y | +869.2% | -39.6% | +908.8% | +926.9% |
| 10Y | +4,142.8% | -65.7% | +4,208.5% | +4,417.1% |
| All | +5,928.1% | -33.6% | +5,961.7% | +3,928.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling