-64.8%
AAL vs RUN
+42.2%
-107.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.4% |
| 7D | -0.9% | -3.7% | +2.8% | -0.3% |
| 30D | -12.9% | -13.0% | +0.1% | -10.8% |
| 3M | -11.2% | -31.8% | +20.6% | -5.3% |
| 6M | +17.8% | -32.2% | +50.1% | +25.1% |
| YTD | -15.1% | -53.5% | +38.3% | -5.6% |
| 1Y | +0.5% | -46.5% | +47.0% | +7.5% |
| 3Y | -7.7% | -37.6% | +29.9% | -23.0% |
| 5Y | -31.3% | -80.9% | +49.5% | -33.3% |
| All | -64.8% | +42.2% | -107.0% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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