-35.9%
AAL vs RUN
-80.3%
+44.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.9% |
| 7D | -1.3% | -1.8% | +0.5% | -1.1% |
| 30D | -13.7% | -10.8% | -2.9% | -12.3% |
| 3M | -8.2% | -30.2% | +22.0% | -3.3% |
| 6M | +13.1% | -22.3% | +35.4% | +16.6% |
| YTD | -15.6% | -52.2% | +36.6% | -8.0% |
| 1Y | +1.4% | -45.1% | +46.5% | +7.2% |
| 3Y | -7.4% | -37.1% | +29.7% | -20.5% |
| 5Y | -35.9% | -80.3% | +44.3% | -37.6% |
| All | -35.9% | -80.3% | +44.3% | -37.6% |
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