+13.0%
AAL vs CAPR
+264.4%
-251.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -8.7% | +3.1% | -5.5% |
| 7D | +2.9% | +19.1% | -16.1% | +2.6% |
| 30D | +6.5% | +48.8% | -42.4% | +5.8% |
| 3M | -10.9% | +144.4% | -155.2% | -12.3% |
| 6M | +4.9% | -67.5% | +72.4% | +5.5% |
| YTD | -13.2% | -64.5% | +51.3% | -13.0% |
| 1Y | -1.1% | +74.4% | -75.6% | -7.2% |
| All | +13.0% | +264.4% | -251.4% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling