-67.1%
AAL vs PR
+66.0%
-133.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.7% |
| 7D | +4.6% | -16.4% | +21.0% | +7.2% |
| 30D | +2.6% | -1.9% | +4.5% | +2.6% |
| 3M | -17.8% | +8.0% | -25.7% | -19.2% |
| 6M | +1.9% | +4.1% | -2.2% | 0.0% |
| YTD | -14.0% | +58.7% | -72.7% | -21.5% |
| 1Y | +0.2% | +75.8% | -75.6% | -10.1% |
| 3Y | +13.0% | +73.2% | -60.1% | +0.7% |
| 5Y | -39.6% | +230.1% | -269.7% | -52.7% |
| All | -67.1% | +66.0% | -133.2% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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