-29.0%
AAL vs IJR
+565.0%
-594.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -0.6% |
| 7D | -0.3% | +0.9% | -1.2% | -1.6% |
| 30D | -19.0% | -3.1% | -15.9% | -15.1% |
| 3M | -5.1% | +4.4% | -9.5% | -10.0% |
| 6M | +15.5% | +16.1% | -0.7% | -5.5% |
| YTD | -15.8% | +20.6% | -36.4% | -34.4% |
| 1Y | -0.3% | +22.9% | -23.2% | -24.4% |
| 3Y | -7.7% | +55.2% | -62.9% | -49.8% |
| 5Y | -32.5% | +41.1% | -73.6% | -56.8% |
| 10Y | -66.0% | +167.0% | -232.9% | -91.2% |
| All | -29.0% | +565.0% | -594.0% | -94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling