+7.7%
AAL vs RF
+25.4%
-17.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.8% | +5.0% |
| 7D | +8.3% | +2.3% | +6.1% | +6.3% |
| 30D | +6.2% | +7.2% | -1.0% | 0.0% |
| 3M | -17.7% | -8.2% | -9.5% | -11.3% |
| 6M | +15.4% | +7.0% | +8.4% | +8.3% |
| YTD | -11.1% | +10.3% | -21.4% | -19.0% |
| 1Y | +7.7% | +25.1% | -17.3% | -16.5% |
| All | +7.7% | +25.4% | -17.7% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling