-67.1%
AAL vs CAPR
-68.5%
+1.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.7% | +1.8% |
| 7D | +4.6% | +41.1% | -36.5% | +3.5% |
| 30D | +2.6% | +11.1% | -8.5% | +2.1% |
| 3M | -17.8% | +115.3% | -133.1% | -20.3% |
| 6M | +1.9% | -73.8% | +75.7% | +3.6% |
| YTD | -14.0% | -68.8% | +54.8% | -13.3% |
| 1Y | +0.2% | +43.3% | -43.1% | -11.0% |
| 3Y | +13.0% | +214.7% | -201.6% | -8.3% |
| 5Y | -39.6% | +141.3% | -180.9% | -51.7% |
| All | -67.1% | -68.5% | +1.4% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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