-66.0%
AAL vs RY
+355.6%
-421.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.8% |
| 7D | +3.4% | -3.0% | +6.4% | +7.6% |
| 30D | +11.7% | +6.3% | +5.5% | +3.9% |
| 3M | -7.8% | -2.6% | -5.2% | -4.6% |
| 6M | +10.2% | +13.9% | -3.7% | -6.5% |
| YTD | -8.0% | +21.7% | -29.7% | -28.1% |
| 1Y | +8.5% | +40.4% | -31.9% | -29.2% |
| 3Y | +19.5% | +161.3% | -141.8% | -64.6% |
| 5Y | -33.9% | +126.5% | -160.4% | -76.5% |
| 10Y | -66.0% | +354.3% | -420.4% | -93.8% |
| All | -66.0% | +355.6% | -421.7% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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