-68.6%
AAL vs IYR
+87.3%
-155.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | -0.1% | +0.6% | -0.7% | -0.6% |
| 30D | +11.7% | +6.6% | +5.1% | +4.9% |
| 3M | -12.5% | -1.8% | -10.7% | -10.6% |
| 6M | +3.6% | +1.4% | +2.2% | +2.2% |
| YTD | -14.1% | +10.5% | -24.6% | -22.1% |
| 1Y | +0.8% | +10.6% | -9.9% | -8.7% |
| 3Y | +11.8% | +41.8% | -30.0% | -22.4% |
| 5Y | -35.1% | +6.0% | -41.1% | -38.3% |
| All | -68.6% | +87.3% | -155.9% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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