+0.2%
AAL vs PRU
+19.8%
-19.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.6% | +3.9% |
| 7D | +4.6% | +2.4% | +2.2% | +2.9% |
| 30D | +2.6% | +6.1% | -3.6% | -1.5% |
| 3M | -17.8% | -0.7% | -17.1% | -17.5% |
| 6M | +1.9% | +22.1% | -20.2% | -12.0% |
| YTD | -14.0% | +9.8% | -23.8% | -22.5% |
| 1Y | +0.2% | +19.4% | -19.1% | -19.6% |
| All | +0.2% | +19.8% | -19.5% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling