+62.5%
T vs AAL
-68.3%
+130.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | -3.8% | +11.7% | -15.5% | -5.0% |
| 3M | -8.7% | -12.5% | +3.8% | -7.6% |
| 6M | -8.1% | +3.6% | -11.7% | -9.1% |
| YTD | -6.4% | -14.1% | +7.6% | -6.0% |
| 1Y | -9.8% | +0.8% | -10.5% | -11.1% |
| 3Y | +65.5% | +11.8% | +53.7% | +55.4% |
| 5Y | +57.0% | -35.1% | +92.0% | +54.8% |
| All | +62.5% | -68.3% | +130.8% | +60.7% |
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