-7.4%
T vs AAL
+6.0%
-13.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +2.0% | +3.4% | -1.5% | +1.9% |
| 30D | -1.0% | +11.7% | -12.8% | -1.2% |
| 3M | -8.1% | -7.8% | -0.3% | -8.6% |
| 6M | -8.3% | +10.2% | -18.5% | -8.8% |
| YTD | -6.1% | -8.0% | +1.9% | -6.5% |
| 1Y | -7.4% | +8.5% | -15.9% | -9.9% |
| All | -7.4% | +6.0% | -13.4% | -9.9% |
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 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