+13.0%
AAL vs REPL
+98.6%
-85.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -5.6% |
| 7D | +2.9% | +9.8% | -6.9% | +2.7% |
| 30D | +6.5% | +81.5% | -75.0% | +5.2% |
| 3M | -10.9% | +44.2% | -55.1% | -11.6% |
| 6M | +4.9% | +437.4% | -432.5% | -0.9% |
| YTD | -13.2% | +126.1% | -139.3% | -17.7% |
| 1Y | -1.1% | +143.1% | -144.3% | -6.5% |
| All | +13.0% | +98.6% | -85.6% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling