-32.1%
AAL vs AR
-27.2%
-4.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -3.7% | +2.5% | -6.2% | -4.3% |
| 30D | -20.8% | +14.8% | -35.6% | -23.1% |
| 3M | -1.3% | +6.2% | -7.5% | -3.1% |
| 6M | +5.4% | +4.3% | +1.1% | +2.9% |
| YTD | -14.4% | +14.4% | -28.7% | -18.4% |
| 1Y | +2.1% | +21.3% | -19.2% | -4.5% |
| 3Y | -10.6% | +39.8% | -50.4% | -20.8% |
| 5Y | -32.2% | +142.1% | -174.3% | -49.1% |
| 10Y | -62.7% | +52.0% | -114.8% | -80.2% |
| All | -32.1% | -27.2% | -4.8% | -60.3% |
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