-62.0%
AAL vs REPL
+36.1%
-98.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.4% | +0.4% |
| 7D | +3.4% | +5.3% | -1.8% | +3.1% |
| 30D | +11.7% | +66.6% | -54.9% | +7.6% |
| 3M | -7.8% | +59.6% | -67.3% | -11.1% |
| 6M | +10.2% | +482.4% | -472.1% | -9.9% |
| YTD | -8.0% | +124.1% | -132.1% | -22.9% |
| 1Y | +8.5% | +138.6% | -130.0% | -9.7% |
| 3Y | +19.5% | +96.0% | -76.5% | -24.5% |
| 5Y | -33.9% | -35.4% | +1.5% | -51.2% |
| All | -62.0% | +36.1% | -98.1% | -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