-19.8%
TLT vs AAL
-65.6%
+45.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -0.3% | -1.3% | +1.0% | -0.3% |
| 30D | 0.0% | -13.7% | +13.7% | -0.4% |
| 3M | -2.9% | -8.2% | +5.3% | -3.0% |
| 6M | -6.3% | +13.1% | -19.4% | -5.8% |
| YTD | -3.3% | -15.6% | +12.2% | -3.6% |
| 1Y | -4.2% | +1.4% | -5.6% | -3.9% |
| 3Y | -1.7% | -7.4% | +5.8% | -1.0% |
| 5Y | -34.9% | -35.9% | +1.1% | -34.9% |
| 10Y | -19.8% | -65.1% | +45.3% | -20.6% |
| All | -19.8% | -65.6% | +45.8% | -20.6% |
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 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