+0.8%
AAL vs IRM
+20.8%
-20.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.7% |
| 7D | -0.1% | +6.8% | -6.9% | -3.0% |
| 30D | +11.7% | +2.6% | +9.1% | +10.2% |
| 3M | -12.5% | -9.5% | -3.1% | -9.2% |
| 6M | +3.6% | -8.5% | +12.1% | +6.5% |
| YTD | -14.1% | +40.3% | -54.4% | -25.8% |
| 1Y | +0.8% | +28.7% | -27.9% | -10.3% |
| All | +0.8% | +20.8% | -20.0% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling