-27.0%
AAL vs AR
-30.5%
+3.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.3% | +2.8% | +6.2% |
| 7D | +10.1% | -5.8% | +15.8% | +11.3% |
| 30D | +10.6% | +4.8% | +5.8% | +9.3% |
| 3M | -5.9% | +1.5% | -7.4% | -6.7% |
| 6M | +5.7% | +4.7% | +1.0% | +3.3% |
| YTD | -8.0% | +9.2% | -17.2% | -11.9% |
| 1Y | +6.0% | +11.2% | -5.2% | +0.7% |
| 3Y | +19.6% | +46.2% | -26.7% | +4.7% |
| 5Y | -34.6% | +98.1% | -132.6% | -48.7% |
| 10Y | -65.5% | +54.5% | -120.0% | -81.7% |
| All | -27.0% | -30.5% | +3.5% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling