-70.1%
AAL vs IR
+334.2%
-404.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.8% |
| 7D | +2.9% | +4.3% | -1.3% | +0.2% |
| 30D | +6.5% | +8.1% | -1.6% | +0.7% |
| 3M | -10.9% | +0.7% | -11.5% | -11.7% |
| 6M | +4.9% | +16.6% | -11.7% | -6.3% |
| YTD | -13.2% | +7.8% | -21.0% | -18.8% |
| 1Y | -1.1% | +9.9% | -11.0% | -8.9% |
| 3Y | +12.8% | +25.2% | -12.4% | -7.0% |
| 5Y | -34.4% | +46.8% | -81.2% | -52.1% |
| All | -70.1% | +334.2% | -404.2% | -86.3% |
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