-32.8%
AAL vs CAPR
+84.7%
-117.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.2% |
| 7D | -3.7% | -2.0% | -1.8% | -3.7% |
| 30D | -20.8% | +139.2% | -160.0% | -22.5% |
| 3M | -1.3% | -66.4% | +65.1% | -0.4% |
| 6M | +5.4% | -63.1% | +68.5% | +6.0% |
| YTD | -14.4% | -67.4% | +53.1% | -13.7% |
| 1Y | +2.1% | +58.2% | -56.1% | -6.8% |
| 3Y | -10.6% | +42.2% | -52.8% | -25.6% |
| All | -32.8% | +84.7% | -117.4% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling