-63.1%
AAL vs RF
+343.3%
-406.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -3.7% | +1.3% | -5.1% | -4.7% |
| 30D | -20.8% | -3.6% | -17.2% | -18.6% |
| 3M | -1.3% | +8.1% | -9.4% | -7.0% |
| 6M | +5.4% | +11.5% | -6.1% | -3.1% |
| YTD | -14.4% | +15.6% | -29.9% | -23.5% |
| 1Y | +2.1% | +15.7% | -13.6% | -9.0% |
| 3Y | -10.6% | +86.9% | -97.4% | -45.7% |
| 5Y | -32.2% | +89.8% | -122.0% | -60.4% |
| All | -63.1% | +343.3% | -406.5% | -87.5% |
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 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