-29.0%
AAL vs IRM
+1,209.1%
-1,238.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.3% |
| 7D | -0.3% | +1.6% | -1.9% | -1.4% |
| 30D | -19.0% | -4.2% | -14.8% | -17.1% |
| 3M | -5.1% | -5.4% | +0.3% | -2.2% |
| 6M | +15.5% | +12.0% | +3.5% | +6.2% |
| YTD | -15.8% | +42.0% | -57.8% | -34.1% |
| 1Y | -0.3% | +29.9% | -30.2% | -18.4% |
| 3Y | -7.7% | +104.4% | -112.0% | -46.2% |
| 5Y | -32.5% | +191.0% | -223.5% | -69.8% |
| 10Y | -66.0% | +417.1% | -483.1% | -90.4% |
| All | -29.0% | +1,209.1% | -1,238.1% | -91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling