+66.1%
T vs AAL
-33.9%
+99.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | +7.6% | -19.0% | +26.6% | +9.0% |
| 3M | +15.3% | -5.1% | +20.4% | +15.3% |
| 6M | -8.5% | +15.5% | -23.9% | -9.9% |
| YTD | +6.8% | -15.8% | +22.6% | +7.4% |
| 1Y | -7.2% | -0.3% | -6.9% | -8.2% |
| 3Y | +108.2% | -7.7% | +115.9% | +103.0% |
| 5Y | +66.1% | -32.5% | +98.6% | +63.6% |
| All | +66.1% | -33.9% | +99.9% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling