-40.8%
AAL vs REPL
-35.6%
-5.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.0% | -6.1% | +1.6% |
| 7D | +4.6% | +22.8% | -18.2% | +3.8% |
| 30D | +2.6% | +63.8% | -61.2% | +0.5% |
| 3M | -17.8% | +68.1% | -85.9% | -19.6% |
| 6M | +1.9% | +528.5% | -526.6% | -9.7% |
| YTD | -14.0% | +122.4% | -136.5% | -22.2% |
| 1Y | +0.2% | +154.4% | -154.1% | -10.1% |
| 3Y | +13.0% | +68.0% | -55.0% | -14.3% |
| All | -40.8% | -35.6% | -5.1% | -46.9% |
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