-12.6%
TLT vs AAL
-68.3%
+55.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.4% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | +1.0% | +11.7% | -10.7% | +1.3% |
| 3M | -2.7% | -12.5% | +9.8% | -3.0% |
| 6M | -4.1% | +3.6% | -7.8% | -3.9% |
| YTD | -5.4% | -14.1% | +8.7% | -5.6% |
| 1Y | -7.0% | +0.8% | -7.8% | -6.8% |
| 3Y | +2.8% | +11.8% | -9.0% | +4.4% |
| 5Y | -35.4% | -35.1% | -0.3% | -35.4% |
| All | -12.6% | -68.3% | +55.7% | -14.0% |
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