-33.7%
TLT vs AAL
-33.9%
+0.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | -0.3% | -19.0% | +18.7% | +0.1% |
| 3M | -1.7% | -5.1% | +3.3% | -1.6% |
| 6M | -4.9% | +15.5% | -20.4% | -5.1% |
| YTD | -2.8% | -15.8% | +13.0% | -2.7% |
| 1Y | -4.2% | -0.3% | -3.9% | -4.3% |
| 3Y | -1.1% | -7.7% | +6.6% | -1.4% |
| 5Y | -33.7% | -32.5% | -1.2% | -34.0% |
| All | -33.7% | -33.9% | +0.2% | -34.0% |
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 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