+116.7%
AAL vs GNRC
+2,120.5%
-2,003.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.2% |
| 7D | -0.3% | +4.8% | -5.2% | -1.8% |
| 30D | -19.0% | -10.4% | -8.6% | -16.3% |
| 3M | -5.1% | -28.5% | +23.4% | +4.7% |
| 6M | +15.5% | -6.8% | +22.2% | +15.8% |
| YTD | -15.8% | +39.5% | -55.3% | -26.8% |
| 1Y | -0.3% | +3.4% | -3.7% | -5.2% |
| 3Y | -7.7% | +65.1% | -72.8% | -26.4% |
| 5Y | -32.5% | -57.1% | +24.6% | -24.5% |
| 10Y | -66.0% | +432.5% | -498.5% | -84.3% |
| All | +116.7% | +2,120.5% | -2,003.8% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling