-61.8%
AAL vs REPL
+39.1%
-100.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.0% | +4.5% | +7.2% |
| 7D | +8.3% | +14.2% | -6.0% | +7.3% |
| 30D | +11.0% | +65.9% | -54.9% | +7.0% |
| 3M | -11.2% | +84.6% | -95.7% | -15.2% |
| 6M | +6.1% | +446.9% | -440.9% | -12.7% |
| YTD | -7.6% | +129.0% | -136.6% | -22.7% |
| 1Y | +3.7% | +167.9% | -164.1% | -14.6% |
| 3Y | +20.5% | +93.9% | -73.4% | -23.5% |
| 5Y | -36.4% | -33.0% | -3.4% | -53.2% |
| All | -61.8% | +39.1% | -100.9% | -79.2% |
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