-32.8%
AAL vs PR
+433.6%
-466.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.5% |
| 7D | -3.7% | +2.9% | -6.6% | -4.3% |
| 30D | -20.8% | +18.0% | -38.8% | -23.5% |
| 3M | -1.3% | +16.9% | -18.1% | -5.0% |
| 6M | +5.4% | +28.2% | -22.8% | -1.9% |
| YTD | -14.4% | +69.3% | -83.7% | -25.8% |
| 1Y | +2.1% | +69.5% | -67.4% | -12.1% |
| 3Y | -10.6% | +81.7% | -92.2% | -26.2% |
| All | -32.8% | +433.6% | -466.4% | -56.9% |
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