-41.3%
AAL vs AUR
-34.9%
-6.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -2.1% |
| 7D | -0.3% | +19.2% | -19.5% | -3.4% |
| 30D | -19.0% | -7.8% | -11.2% | -18.1% |
| 3M | -5.1% | +4.0% | -9.1% | -6.2% |
| 6M | +15.5% | +45.0% | -29.5% | +6.8% |
| YTD | -15.8% | +69.5% | -85.3% | -24.5% |
| 1Y | -0.3% | +13.0% | -13.3% | -4.8% |
| 3Y | -7.7% | +90.4% | -98.0% | -28.5% |
| 5Y | -32.5% | -34.2% | +1.7% | -49.3% |
| All | -41.3% | -34.9% | -6.4% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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