-65.2%
AAL vs REPL
-7.7%
-57.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.6% |
| 7D | -0.3% | -5.7% | +5.4% | +0.1% |
| 30D | -19.0% | +22.5% | -41.5% | -20.3% |
| 3M | -5.1% | +64.7% | -69.7% | -11.6% |
| 6M | +15.5% | +83.0% | -67.5% | -1.5% |
| YTD | -15.8% | +52.0% | -67.7% | -27.3% |
| 1Y | -0.3% | +144.5% | -144.8% | -22.2% |
| 3Y | -7.7% | -25.1% | +17.4% | -33.2% |
| 5Y | -32.5% | -52.9% | +20.4% | -49.5% |
| All | -65.2% | -7.7% | -57.5% | -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