+75.9%
TLT vs AAL
-28.6%
+104.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.4% | -7.4% | +0.3% |
| 7D | +0.3% | +8.3% | -8.0% | +0.5% |
| 30D | +5.1% | +11.0% | -5.9% | +5.5% |
| 3M | -0.2% | -11.2% | +11.0% | -0.5% |
| 6M | -2.9% | +6.1% | -9.0% | -2.6% |
| YTD | -2.7% | -7.6% | +4.9% | -2.7% |
| 1Y | -4.6% | +3.7% | -8.3% | -4.2% |
| 3Y | +6.1% | +20.5% | -14.4% | +7.9% |
| 5Y | -35.1% | -36.4% | +1.2% | -35.1% |
| 10Y | -12.5% | -65.4% | +53.0% | -11.5% |
| All | +75.9% | -28.6% | +104.5% | +94.4% |
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