-6.4%
T vs AAL
+4.4%
-10.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.3% | -4.3% | +2.0% |
| 7D | +5.5% | +8.3% | -2.9% | +5.4% |
| 30D | -8.9% | +6.2% | -15.2% | -9.1% |
| 3M | -5.6% | -17.7% | +12.1% | -6.1% |
| 6M | -14.3% | +15.4% | -29.7% | -14.4% |
| YTD | -7.9% | -11.1% | +3.2% | -8.3% |
| 1Y | -6.4% | +7.7% | -14.2% | -8.1% |
| All | -6.4% | +4.4% | -10.8% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling