-27.8%
AAL vs PRU
+289.9%
-317.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.8% |
| 7D | -3.7% | +1.9% | -5.6% | -4.9% |
| 30D | -20.8% | +2.7% | -23.5% | -22.3% |
| 3M | -1.3% | +19.5% | -20.7% | -12.2% |
| 6M | +5.4% | +26.6% | -21.3% | -9.7% |
| YTD | -14.4% | +12.3% | -26.7% | -20.9% |
| 1Y | +2.1% | +18.0% | -15.9% | -8.8% |
| 3Y | -10.6% | +47.0% | -57.6% | -29.9% |
| 5Y | -32.2% | +48.4% | -80.6% | -46.6% |
| 10Y | -62.7% | +142.4% | -205.2% | -77.8% |
| All | -27.8% | +289.9% | -317.7% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling