-33.9%
AAL vs RUN
-83.2%
+49.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.7% |
| 7D | +3.4% | +3.2% | +0.3% | +2.5% |
| 30D | +11.7% | +19.5% | -7.8% | +8.0% |
| 3M | -7.8% | -9.6% | +1.8% | -7.0% |
| 6M | +10.2% | -37.3% | +47.6% | +17.1% |
| YTD | -8.0% | -50.7% | +42.7% | -0.7% |
| 1Y | +8.5% | -54.1% | +62.6% | +18.1% |
| 3Y | +19.5% | -3.9% | +23.4% | -6.4% |
| 5Y | -33.9% | -84.4% | +50.5% | -26.3% |
| All | -33.9% | -83.2% | +49.3% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling