-26.8%
AAL vs IYR
+244.7%
-271.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -4.9% |
| 7D | +2.9% | -0.1% | +3.0% | +3.2% |
| 30D | +6.5% | +5.7% | +0.8% | +0.8% |
| 3M | -10.9% | -0.6% | -10.2% | -10.1% |
| 6M | +4.9% | +0.5% | +4.4% | +4.4% |
| YTD | -13.2% | +10.4% | -23.6% | -21.3% |
| 1Y | -1.1% | +9.2% | -10.3% | -9.3% |
| 3Y | +12.8% | +40.5% | -27.7% | -21.3% |
| 5Y | -34.4% | +5.9% | -40.3% | -38.0% |
| 10Y | -67.9% | +86.5% | -154.4% | -83.3% |
| All | -26.8% | +244.7% | -271.5% | -76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling