-64.8%
AAL vs QSR
+135.2%
-200.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.8% |
| 7D | -0.9% | -4.0% | +3.1% | +1.7% |
| 30D | -12.9% | +2.8% | -15.6% | -14.6% |
| 3M | -11.2% | +5.1% | -16.3% | -14.4% |
| 6M | +17.8% | +8.8% | +9.0% | +10.7% |
| YTD | -15.1% | +14.8% | -30.0% | -23.6% |
| 1Y | +0.5% | +25.7% | -25.3% | -15.0% |
| 3Y | -7.7% | +27.5% | -35.2% | -25.5% |
| 5Y | -31.3% | +41.3% | -72.6% | -48.9% |
| All | -64.8% | +135.2% | -200.0% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling