-66.5%
AAL vs PR
+169.5%
-236.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.5% |
| 7D | -3.7% | +2.9% | -6.6% | -4.2% |
| 30D | -20.8% | +18.0% | -38.8% | -22.8% |
| 3M | -1.3% | +16.9% | -18.1% | -4.1% |
| 6M | +5.4% | +28.2% | -22.8% | +0.3% |
| YTD | -14.4% | +69.3% | -83.7% | -22.1% |
| 1Y | +2.1% | +69.5% | -67.4% | -7.4% |
| 3Y | -10.6% | +81.7% | -92.2% | -20.7% |
| 5Y | -32.2% | +422.2% | -454.5% | -49.9% |
| 10Y | -62.7% | +110.4% | -173.1% | -74.1% |
| All | -66.5% | +169.5% | -236.0% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling