+61.4%
T vs AAL
-65.3%
+126.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +2.0% | +3.4% | -1.5% | +1.5% |
| 30D | -1.0% | +11.7% | -12.8% | -2.3% |
| 3M | -8.1% | -7.8% | -0.3% | -7.5% |
| 6M | -8.3% | +10.2% | -18.5% | -9.9% |
| YTD | -6.1% | -8.0% | +1.9% | -6.3% |
| 1Y | -7.4% | +8.5% | -15.9% | -9.5% |
| 3Y | +65.4% | +19.5% | +46.0% | +54.3% |
| 5Y | +57.6% | -33.9% | +91.5% | +55.4% |
| 10Y | +61.4% | -66.0% | +127.4% | +58.3% |
| All | +61.4% | -65.3% | +126.7% | +58.3% |
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