+4.5%
AAL vs IRE
-82.8%
+87.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.2% | -11.9% | -2.3% |
| 7D | -0.3% | +58.9% | -59.2% | -3.1% |
| 30D | -19.0% | +17.2% | -36.2% | -20.3% |
| 3M | -5.1% | -58.6% | +53.5% | -3.2% |
| 6M | +15.5% | -23.5% | +38.9% | +11.5% |
| YTD | -15.8% | -47.4% | +31.6% | -21.5% |
| All | +4.5% | -82.8% | +87.4% | +5.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling