+8,780.0%
MU vs AAL
-33.8%
+8,813.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.2% | +4.9% | +5.8% |
| 7D | +9.0% | -3.7% | +12.7% | +10.1% |
| 30D | +13.8% | -20.8% | +34.6% | +20.9% |
| 3M | +2.1% | -1.3% | +3.4% | +2.0% |
| 6M | +153.8% | +5.4% | +148.4% | +149.6% |
| YTD | +256.4% | -14.4% | +270.7% | +266.6% |
| 1Y | +719.8% | +2.1% | +717.7% | +705.2% |
| 3Y | +1,360.4% | -10.6% | +1,370.9% | +1,334.0% |
| 5Y | +1,312.4% | -32.2% | +1,344.6% | +1,354.6% |
| 10Y | +6,142.6% | -62.7% | +6,205.3% | +6,426.1% |
| All | +8,780.0% | -33.8% | +8,813.8% | +5,851.9% |
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