-67.1%
AAL vs RF
+279.4%
-346.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.2% |
| 7D | +4.6% | -0.9% | +5.5% | +5.5% |
| 30D | +2.6% | +6.0% | -3.5% | -1.8% |
| 3M | -17.8% | -8.9% | -8.9% | -11.6% |
| 6M | +1.9% | +2.3% | -0.5% | 0.0% |
| YTD | -14.0% | +7.6% | -21.6% | -18.7% |
| 1Y | +0.2% | +21.2% | -20.9% | -13.6% |
| 3Y | +13.0% | +108.5% | -95.5% | -36.3% |
| 5Y | -39.6% | +43.2% | -82.8% | -55.8% |
| All | -67.1% | +279.4% | -346.5% | -86.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling