-70.5%
AAL vs IR
+288.5%
-359.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | 0.0% | +0.4% |
| 7D | -3.7% | -2.8% | -0.9% | -1.8% |
| 30D | -20.8% | -15.1% | -5.7% | -11.4% |
| 3M | -1.3% | +6.1% | -7.3% | -5.4% |
| 6M | +5.4% | -16.8% | +22.2% | +18.7% |
| YTD | -14.4% | -3.5% | -10.8% | -13.1% |
| 1Y | +2.1% | -3.5% | +5.6% | +3.1% |
| 3Y | -10.6% | +9.5% | -20.0% | -19.0% |
| 5Y | -32.2% | +45.1% | -77.3% | -49.9% |
| All | -70.5% | +288.5% | -359.0% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling