-32.2%
AAL vs QSR
+40.6%
-72.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | -0.9% | -4.7% | +3.8% | +1.9% |
| 30D | -16.0% | +4.3% | -20.3% | -18.3% |
| 3M | -4.2% | +5.4% | -9.7% | -7.6% |
| 6M | +15.7% | +8.2% | +7.5% | +9.5% |
| YTD | -16.2% | +14.1% | -30.3% | -23.7% |
| 1Y | +0.2% | +28.1% | -27.9% | -15.5% |
| 3Y | -8.1% | +25.3% | -33.4% | -26.0% |
| 5Y | -32.2% | +40.4% | -72.6% | -58.5% |
| All | -32.2% | +40.6% | -72.8% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling