-67.1%
AAL vs AR
+44.3%
-111.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.8% | +2.1% |
| 7D | +4.6% | -14.3% | +18.9% | +7.9% |
| 30D | +2.6% | +1.4% | +1.1% | +1.9% |
| 3M | -17.8% | +3.4% | -21.2% | -19.0% |
| 6M | +1.9% | -2.1% | +3.9% | +0.7% |
| YTD | -14.0% | +4.7% | -18.7% | -17.4% |
| 1Y | +0.2% | +10.6% | -10.3% | -5.3% |
| 3Y | +13.0% | +24.6% | -11.5% | +1.1% |
| 5Y | -39.6% | +71.9% | -111.5% | -52.5% |
| All | -67.1% | +44.3% | -111.4% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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