-68.6%
AAL vs RUN
+68.6%
-137.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.3% |
| 7D | -0.1% | -13.5% | +13.5% | +2.5% |
| 30D | +11.7% | +18.3% | -6.6% | +7.7% |
| 3M | -12.5% | -12.5% | -0.1% | -11.1% |
| 6M | +3.6% | -40.3% | +43.9% | +12.3% |
| YTD | -14.1% | -53.1% | +39.0% | -5.2% |
| 1Y | +0.8% | -54.3% | +55.0% | +11.3% |
| 3Y | +11.8% | -6.5% | +18.3% | -14.5% |
| 5Y | -35.1% | -85.3% | +50.2% | -32.7% |
| All | -68.6% | +68.6% | -137.2% | -84.7% |
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