-71.0%
AAL vs IR
+282.2%
-353.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -0.6% |
| 7D | -0.3% | +0.6% | -0.9% | -0.7% |
| 30D | -19.0% | -13.6% | -5.4% | -10.5% |
| 3M | -5.1% | +3.7% | -8.8% | -7.7% |
| 6M | +15.5% | -13.1% | +28.5% | +26.1% |
| YTD | -15.8% | -5.1% | -10.7% | -13.6% |
| 1Y | -0.3% | -6.5% | +6.2% | +2.8% |
| 3Y | -7.7% | +8.5% | -16.2% | -15.8% |
| 5Y | -32.5% | +43.3% | -75.8% | -49.6% |
| All | -71.0% | +282.2% | -353.1% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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