-76.5%
AAL vs CAPR
-99.1%
+22.6%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.0% |
| 3M | -1.3% | -66.4% | +65.1% | -0.7% |
| 6M | +5.4% | -63.1% | +68.5% | +5.7% |
| YTD | -14.4% | -67.4% | +53.1% | -14.0% |
| 1Y | +2.1% | +58.2% | -56.1% | -3.3% |
| 3Y | -10.6% | +42.2% | -52.8% | -16.5% |
| 5Y | -32.2% | +87.3% | -119.5% | -37.4% |
| 10Y | -62.7% | -75.3% | +12.6% | -66.8% |
| All | -76.5% | -99.1% | +22.6% | -76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling