-27.8%
AAL vs IYR
+242.2%
-270.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +2.0% |
| 7D | -3.7% | -1.2% | -2.5% | -2.5% |
| 30D | -20.8% | -2.9% | -18.0% | -18.4% |
| 3M | -1.3% | +0.8% | -2.1% | -2.3% |
| 6M | +5.4% | +1.9% | +3.5% | +3.6% |
| YTD | -14.4% | +9.6% | -24.0% | -22.1% |
| 1Y | +2.1% | +8.1% | -6.0% | -5.8% |
| 3Y | -10.6% | +29.2% | -39.8% | -32.2% |
| 5Y | -32.2% | +4.3% | -36.5% | -35.3% |
| 10Y | -62.7% | +64.7% | -127.4% | -78.0% |
| All | -27.8% | +242.2% | -270.0% | -77.0% |
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