-22.2%
AAL vs IRM
+1,159.8%
-1,182.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.1% | +3.4% | +4.9% |
| 7D | +8.3% | -3.8% | +12.0% | +10.7% |
| 30D | +11.0% | -3.2% | +14.2% | +13.0% |
| 3M | -11.2% | -7.8% | -3.4% | -7.2% |
| 6M | +6.1% | -12.7% | +18.8% | +14.3% |
| YTD | -7.6% | +36.7% | -44.3% | -26.3% |
| 1Y | +3.7% | +10.0% | -6.3% | -5.4% |
| 3Y | +20.5% | +107.2% | -86.7% | -30.7% |
| 5Y | -36.4% | +181.6% | -217.9% | -71.0% |
| 10Y | -65.4% | +481.1% | -546.6% | -91.0% |
| All | -22.2% | +1,159.8% | -1,182.0% | -90.3% |
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