+433.9%
T vs AAL
-28.6%
+462.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.4% | -6.6% | 0.0% |
| 7D | +1.7% | +8.3% | -6.6% | +0.8% |
| 30D | -1.7% | +11.0% | -12.7% | -2.8% |
| 3M | -7.3% | -11.2% | +3.8% | -6.4% |
| 6M | -11.2% | +6.1% | -17.3% | -12.3% |
| YTD | -8.1% | -7.6% | -0.4% | -8.3% |
| 1Y | -8.0% | +3.7% | -11.8% | -9.5% |
| 3Y | +62.1% | +20.5% | +41.6% | +52.8% |
| 5Y | +55.7% | -36.4% | +92.1% | +54.0% |
| 10Y | +54.1% | -65.4% | +119.6% | +50.7% |
| All | +433.9% | -28.6% | +462.5% | +259.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling