-8.8%
AAL vs QSR
+25.0%
-33.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -0.9% | -4.7% | +3.8% | +0.9% |
| 30D | -16.0% | +4.3% | -20.3% | -17.4% |
| 3M | -4.2% | +5.4% | -9.7% | -6.4% |
| 6M | +15.7% | +8.2% | +7.5% | +11.9% |
| YTD | -16.2% | +14.1% | -30.3% | -20.8% |
| 1Y | +0.2% | +28.1% | -27.9% | -9.3% |
| All | -8.8% | +25.0% | -33.8% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling