-40.7%
AAL vs PR
+225.6%
-266.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.9% | -0.3% | -4.3% |
| 7D | +1.2% | -16.5% | +17.7% | +4.2% |
| 30D | -0.5% | -4.5% | +4.0% | -0.2% |
| 3M | -22.0% | +8.5% | -30.6% | -24.0% |
| 6M | +4.5% | -3.3% | +7.9% | +3.4% |
| YTD | -15.7% | +55.7% | -71.4% | -26.7% |
| 1Y | -3.7% | +82.0% | -85.7% | -19.9% |
| 3Y | +7.9% | +62.5% | -54.5% | -9.9% |
| 5Y | -40.7% | +223.9% | -264.7% | -59.9% |
| All | -40.7% | +225.6% | -266.4% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling