-65.4%
AAL vs CAPR
-64.9%
-0.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +9.4% | -2.0% | +7.1% |
| 7D | +8.3% | +36.0% | -27.8% | +7.2% |
| 30D | +11.0% | +25.8% | -14.8% | +10.1% |
| 3M | -11.2% | +140.8% | -152.0% | -14.2% |
| 6M | +6.1% | -67.6% | +73.6% | +7.2% |
| YTD | -7.6% | -65.9% | +58.2% | -7.1% |
| 1Y | +3.7% | +66.1% | -62.4% | -8.4% |
| 3Y | +20.5% | +256.9% | -236.4% | -2.7% |
| 5Y | -36.4% | +172.1% | -208.5% | -49.3% |
| 10Y | -65.4% | -64.7% | -0.8% | -75.6% |
| All | -65.4% | -64.9% | -0.5% | -75.6% |
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