+19.6%
AAL vs RF
+116.7%
-97.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.3% |
| 7D | +10.1% | +0.3% | +9.7% | +10.0% |
| 30D | +10.6% | +6.2% | +4.4% | +5.5% |
| 3M | -5.9% | -7.8% | +1.9% | +0.8% |
| 6M | +5.7% | +5.9% | -0.2% | +0.8% |
| YTD | -8.0% | +9.0% | -17.0% | -14.4% |
| 1Y | +6.0% | +19.3% | -13.2% | -8.5% |
| 3Y | +19.6% | +116.4% | -96.9% | -30.8% |
| All | +19.6% | +116.7% | -97.1% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling