-64.8%
AAL vs IJR
+172.1%
-236.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.5% |
| 7D | -0.9% | -2.2% | +1.3% | +2.1% |
| 30D | -12.9% | -4.6% | -8.3% | -7.1% |
| 3M | -11.2% | +0.2% | -11.4% | -10.9% |
| 6M | +17.8% | +14.7% | +3.1% | -0.6% |
| YTD | -15.1% | +18.9% | -34.0% | -31.4% |
| 1Y | +0.5% | +19.9% | -19.5% | -19.6% |
| 3Y | -7.7% | +53.0% | -60.7% | -46.2% |
| 5Y | -31.3% | +40.9% | -72.2% | -54.0% |
| All | -64.8% | +172.1% | -236.9% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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