-64.6%
AAL vs REPL
-6.0%
-58.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.9% | +1.3% |
| 7D | -3.7% | -3.0% | -0.8% | -3.6% |
| 30D | -20.8% | +27.1% | -47.9% | -22.3% |
| 3M | -1.3% | +52.4% | -53.7% | -7.4% |
| 6M | +5.4% | +107.4% | -102.1% | -11.3% |
| YTD | -14.4% | +54.7% | -69.1% | -26.2% |
| 1Y | +2.1% | +158.9% | -156.8% | -20.8% |
| 3Y | -10.6% | -23.7% | +13.2% | -35.4% |
| 5Y | -32.2% | -54.3% | +22.1% | -48.9% |
| All | -64.6% | -6.0% | -58.6% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling