-40.8%
AAL vs PR
+225.0%
-265.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.6% |
| 7D | +4.6% | -16.4% | +21.0% | +7.8% |
| 30D | +2.6% | -1.9% | +4.5% | +2.4% |
| 3M | -17.8% | +8.0% | -25.7% | -19.8% |
| 6M | +1.9% | +4.1% | -2.2% | -0.7% |
| YTD | -14.0% | +58.7% | -72.7% | -25.5% |
| 1Y | +0.2% | +75.8% | -75.6% | -15.6% |
| 3Y | +13.0% | +73.2% | -60.1% | -6.9% |
| All | -40.8% | +225.0% | -265.8% | -60.2% |
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