-67.1%
AAL vs RY
+360.6%
-427.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +3.5% |
| 7D | +4.6% | -0.9% | +5.5% | +6.0% |
| 30D | +2.6% | +5.9% | -3.3% | -4.3% |
| 3M | -17.8% | -4.3% | -13.5% | -13.2% |
| 6M | +1.9% | +12.1% | -10.3% | -11.9% |
| YTD | -14.0% | +20.3% | -34.3% | -31.8% |
| 1Y | +0.2% | +41.0% | -40.8% | -35.1% |
| 3Y | +13.0% | +157.5% | -144.5% | -65.9% |
| 5Y | -39.6% | +123.2% | -162.8% | -78.1% |
| All | -67.1% | +360.6% | -427.7% | -93.9% |
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