-65.2%
AAL vs IYR
+68.4%
-133.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.3% |
| 7D | -0.9% | -2.8% | +1.9% | +2.0% |
| 30D | -16.0% | -2.5% | -13.4% | -13.8% |
| 3M | -4.2% | -3.0% | -1.3% | -1.5% |
| 6M | +15.7% | +1.6% | +14.0% | +13.9% |
| YTD | -16.2% | +7.3% | -23.5% | -21.8% |
| 1Y | +0.2% | +5.6% | -5.4% | -5.1% |
| 3Y | -8.1% | +28.1% | -36.2% | -29.2% |
| 5Y | -32.2% | +6.1% | -38.3% | -35.9% |
| All | -65.2% | +68.4% | -133.6% | -78.4% |
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