-61.9%
AAL vs REPL
+45.5%
-107.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -4.9% | -0.7% |
| 7D | +10.1% | +12.7% | -2.7% | +9.2% |
| 30D | +10.6% | +73.5% | -62.9% | +6.3% |
| 3M | -5.9% | +70.3% | -76.2% | -9.7% |
| 6M | +5.7% | +472.0% | -466.3% | -13.3% |
| YTD | -8.0% | +139.5% | -147.5% | -23.2% |
| 1Y | +6.0% | +167.3% | -161.3% | -12.6% |
| 3Y | +19.6% | +109.5% | -90.0% | -24.8% |
| 5Y | -34.6% | -29.9% | -4.7% | -52.1% |
| All | -61.9% | +45.5% | -107.4% | -79.3% |
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