-40.7%
AAL vs RF
+42.4%
-83.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.1% | -3.0% | -3.5% |
| 7D | +1.2% | -1.6% | +2.8% | +2.6% |
| 30D | -0.5% | +5.0% | -5.6% | -4.1% |
| 3M | -22.0% | -10.0% | -12.0% | -15.4% |
| 6M | +4.5% | +3.3% | +1.2% | +1.9% |
| YTD | -15.7% | +7.9% | -23.6% | -20.4% |
| 1Y | -3.7% | +21.2% | -24.9% | -16.9% |
| 3Y | +7.9% | +105.8% | -97.9% | -37.2% |
| 5Y | -40.7% | +43.7% | -84.5% | -52.8% |
| All | -40.7% | +42.4% | -83.2% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling