-68.6%
AAL vs IRM
+520.0%
-588.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.6% |
| 7D | -0.1% | +6.8% | -6.9% | -3.8% |
| 30D | +11.7% | +2.6% | +9.1% | +9.7% |
| 3M | -12.5% | -9.5% | -3.1% | -8.1% |
| 6M | +3.6% | -8.5% | +12.1% | +8.0% |
| YTD | -14.1% | +40.3% | -54.4% | -31.1% |
| 1Y | +0.8% | +28.7% | -27.9% | -15.2% |
| 3Y | +11.8% | +111.8% | -100.0% | -34.5% |
| 5Y | -35.1% | +189.1% | -224.2% | -69.5% |
| All | -68.6% | +520.0% | -588.6% | -90.9% |
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