+10.9%
AAL vs PR
+61.1%
-50.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.9% | -0.3% | -4.6% |
| 7D | +1.2% | -16.5% | +17.7% | +3.0% |
| 30D | -0.5% | -4.5% | +4.0% | -0.5% |
| 3M | -22.0% | +8.5% | -30.6% | -23.9% |
| 6M | +4.5% | -3.3% | +7.9% | +4.0% |
| YTD | -15.7% | +55.7% | -71.4% | -29.3% |
| 1Y | -3.7% | +82.0% | -85.7% | -24.4% |
| All | +10.9% | +61.1% | -50.3% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling