+0.2%
AAL vs PR
+80.1%
-79.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +3.0% |
| 7D | +4.6% | -16.4% | +21.0% | -5.8% |
| 30D | +2.6% | -1.9% | +4.5% | +2.0% |
| 3M | -17.8% | +8.0% | -25.7% | -12.2% |
| 6M | +1.9% | +4.1% | -2.2% | +9.6% |
| YTD | -14.0% | +58.7% | -72.7% | +2.2% |
| 1Y | +0.2% | +75.8% | -75.6% | +18.7% |
| All | +0.2% | +80.1% | -79.8% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling