-65.2%
AAL vs IRM
+430.1%
-495.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.4% |
| 7D | -0.9% | -1.8% | +0.9% | +0.1% |
| 30D | -16.0% | -7.8% | -8.2% | -12.3% |
| 3M | -4.2% | -7.9% | +3.6% | -0.2% |
| 6M | +15.7% | +6.3% | +9.3% | +10.5% |
| YTD | -16.2% | +38.2% | -54.3% | -31.7% |
| 1Y | +0.2% | +19.8% | -19.6% | -12.0% |
| 3Y | -8.1% | +98.8% | -106.8% | -43.3% |
| 5Y | -32.2% | +191.8% | -224.0% | -67.8% |
| All | -65.2% | +430.1% | -495.3% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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