-66.0%
AAL vs AR
+45.1%
-111.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.5% |
| 7D | -0.3% | -1.8% | +1.5% | +0.1% |
| 30D | -19.0% | +12.6% | -31.6% | -21.2% |
| 3M | -5.1% | +10.0% | -15.1% | -7.7% |
| 6M | +15.5% | +0.6% | +14.8% | +13.5% |
| YTD | -15.8% | +13.4% | -29.2% | -20.0% |
| 1Y | -0.3% | +21.7% | -22.0% | -7.4% |
| 3Y | -7.7% | +45.8% | -53.5% | -20.1% |
| 5Y | -32.5% | +144.3% | -176.8% | -51.2% |
| 10Y | -66.0% | +41.8% | -107.8% | -82.4% |
| All | -66.0% | +45.1% | -111.1% | -82.4% |
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