-35.2%
AAL vs IR
+46.0%
-81.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.8% |
| 7D | -0.1% | +2.5% | -2.6% | -1.8% |
| 30D | +11.7% | +9.2% | +2.5% | +4.4% |
| 3M | -12.5% | +0.9% | -13.5% | -13.6% |
| 6M | +3.6% | +19.2% | -15.6% | -10.0% |
| YTD | -14.1% | +7.5% | -21.6% | -20.2% |
| 1Y | +0.8% | +11.7% | -11.0% | -9.4% |
| 3Y | +11.8% | +23.9% | -12.1% | -12.7% |
| All | -35.2% | +46.0% | -81.2% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling