-9.1%
T vs AAL
-2.5%
-6.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.2% | -1.9% |
| 7D | -1.3% | -3.7% | +2.5% | -1.4% |
| 30D | +11.4% | -20.8% | +32.2% | +10.8% |
| 3M | +14.3% | -1.3% | +15.6% | +13.9% |
| 6M | -9.3% | +5.4% | -14.6% | -9.2% |
| YTD | +7.1% | -14.4% | +21.5% | +6.5% |
| 1Y | -9.1% | +2.1% | -11.2% | -9.6% |
| All | -9.1% | -2.5% | -6.6% | -9.6% |
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