-64.1%
AAL vs REPL
+37.4%
-101.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -5.7% |
| 7D | +2.9% | +9.8% | -6.9% | +2.3% |
| 30D | +6.5% | +81.5% | -75.0% | +2.0% |
| 3M | -10.9% | +44.2% | -55.1% | -13.4% |
| 6M | +4.9% | +437.4% | -432.5% | -13.6% |
| YTD | -13.2% | +126.1% | -139.3% | -27.3% |
| 1Y | -1.1% | +143.1% | -144.3% | -17.8% |
| 3Y | +12.8% | +97.8% | -85.0% | -28.8% |
| 5Y | -34.4% | -34.3% | -0.1% | -51.7% |
| All | -64.1% | +37.4% | -101.5% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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