-73.0%
AAL vs QSR
+211.0%
-284.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.3% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -19.0% | +5.9% | -24.9% | -21.9% |
| 3M | -5.1% | +10.5% | -15.5% | -10.9% |
| 6M | +15.5% | +7.7% | +7.8% | +9.7% |
| YTD | -15.8% | +16.8% | -32.6% | -24.2% |
| 1Y | -0.3% | +30.9% | -31.2% | -16.5% |
| 3Y | -7.7% | +28.2% | -35.8% | -24.0% |
| 5Y | -32.5% | +45.0% | -77.5% | -48.8% |
| 10Y | -66.0% | +127.3% | -193.3% | -80.5% |
| All | -73.0% | +211.0% | -284.0% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling