+14.3%
AAL vs IRE
-97.7%
+112.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -15.8% | +15.5% | +0.5% |
| 7D | +10.1% | -41.9% | +52.0% | +12.2% |
| 30D | +10.6% | -75.1% | +85.7% | +17.3% |
| 3M | -5.9% | -82.4% | +76.5% | +0.8% |
| 6M | +5.7% | -95.5% | +101.2% | +18.1% |
| YTD | -8.0% | -93.1% | +85.1% | -5.9% |
| 1Y | +6.0% | -97.8% | +103.8% | +20.7% |
| All | +14.3% | -97.7% | +112.0% | +26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling