-35.2%
AAL vs CAPR
+172.3%
-207.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.9% | +5.9% | -0.9% |
| 7D | -0.1% | +5.9% | -6.0% | -0.3% |
| 30D | +11.7% | +44.6% | -32.9% | +10.7% |
| 3M | -12.5% | +126.4% | -138.9% | -14.4% |
| 6M | +3.6% | -68.6% | +72.2% | +4.4% |
| YTD | -14.1% | -67.0% | +52.9% | -13.7% |
| 1Y | +0.8% | +65.2% | -64.4% | -7.9% |
| 3Y | +11.8% | +235.6% | -223.8% | -14.1% |
| All | -35.2% | +172.3% | -207.5% | -56.0% |
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