-35.2%
AAL vs REPL
-35.0%
-0.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.0% |
| 7D | -0.1% | +1.2% | -1.3% | -0.1% |
| 30D | +11.7% | +92.2% | -80.5% | +8.8% |
| 3M | -12.5% | +44.1% | -56.7% | -14.0% |
| 6M | +3.6% | +313.0% | -309.4% | -5.7% |
| YTD | -14.1% | +125.2% | -139.3% | -22.2% |
| 1Y | +0.8% | +143.8% | -143.0% | -9.3% |
| 3Y | +11.8% | +104.2% | -92.4% | -18.4% |
| All | -35.2% | -35.0% | -0.2% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling