-32.2%
AAL vs IJR
+38.0%
-70.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.5% |
| 7D | -0.9% | -2.3% | +1.4% | +2.3% |
| 30D | -16.0% | -4.7% | -11.3% | -10.1% |
| 3M | -4.2% | +2.1% | -6.4% | -6.2% |
| 6M | +15.7% | +13.9% | +1.8% | -1.6% |
| YTD | -16.2% | +18.2% | -34.4% | -31.8% |
| 1Y | +0.2% | +21.8% | -21.6% | -21.6% |
| 3Y | -8.1% | +52.2% | -60.3% | -46.7% |
| 5Y | -32.2% | +40.1% | -72.3% | -52.8% |
| All | -32.2% | +38.0% | -70.2% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling