-35.9%
AAL vs IYR
+4.2%
-40.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +1.4% |
| 7D | -1.3% | -0.9% | -0.4% | -0.4% |
| 30D | -13.7% | -2.4% | -11.4% | -11.7% |
| 3M | -8.2% | -2.0% | -6.1% | -6.4% |
| 6M | +13.1% | +2.5% | +10.6% | +10.4% |
| YTD | -15.6% | +8.3% | -23.9% | -22.0% |
| 1Y | +1.4% | +6.5% | -5.0% | -4.7% |
| 3Y | -7.4% | +29.3% | -36.8% | -29.5% |
| 5Y | -35.9% | +5.7% | -41.6% | -36.5% |
| All | -35.9% | +4.2% | -40.1% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling