-68.2%
AAL vs IR
+342.0%
-410.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.7% | +2.7% | +4.3% |
| 7D | +8.3% | +5.0% | +3.2% | +4.8% |
| 30D | +11.0% | +10.3% | +0.6% | +3.5% |
| 3M | -11.2% | -0.1% | -11.1% | -11.6% |
| 6M | +6.1% | +14.8% | -8.7% | -4.2% |
| YTD | -7.6% | +9.7% | -17.4% | -14.6% |
| 1Y | +3.7% | +12.2% | -8.5% | -5.7% |
| 3Y | +20.5% | +30.0% | -9.5% | -3.2% |
| 5Y | -36.4% | +46.8% | -83.2% | -53.6% |
| All | -68.2% | +342.0% | -410.2% | -85.6% |
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