-64.8%
AAL vs GNRC
+448.8%
-513.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.2% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -12.9% | -15.7% | +2.9% | -7.8% |
| 3M | -11.2% | -27.3% | +16.1% | -2.1% |
| 6M | +17.8% | -12.1% | +29.9% | +20.4% |
| YTD | -15.1% | +37.1% | -52.3% | -26.8% |
| 1Y | +0.5% | -0.5% | +0.9% | -3.8% |
| 3Y | -7.7% | +61.5% | -69.2% | -27.6% |
| 5Y | -31.3% | -58.6% | +27.2% | -20.1% |
| All | -64.8% | +448.8% | -513.6% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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