+7.7%
AAL vs IRE
-97.6%
+105.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -23.2% | +29.6% | +7.4% |
| 7D | +8.3% | -46.8% | +55.2% | +11.1% |
| 30D | +6.2% | -75.5% | +81.7% | +12.7% |
| 3M | -17.7% | -79.4% | +61.7% | -12.7% |
| 6M | +15.4% | -91.3% | +106.7% | +23.7% |
| YTD | -11.1% | -90.8% | +79.7% | -9.0% |
| 1Y | +7.7% | -97.7% | +105.5% | +18.0% |
| All | +7.7% | -97.6% | +105.3% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling