-65.5%
AAL vs RY
+354.4%
-419.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.4% | +6.3% |
| 7D | +10.1% | -0.6% | +10.6% | +11.1% |
| 30D | +10.6% | +6.1% | +4.4% | +2.9% |
| 3M | -5.9% | -3.4% | -2.6% | -1.8% |
| 6M | +5.7% | +12.8% | -7.1% | -9.3% |
| YTD | -8.0% | +21.0% | -29.0% | -27.6% |
| 1Y | +6.0% | +40.5% | -34.4% | -30.9% |
| 3Y | +19.6% | +159.9% | -140.3% | -64.4% |
| 5Y | -34.6% | +125.0% | -159.6% | -76.5% |
| 10Y | -65.5% | +350.6% | -416.1% | -93.7% |
| All | -65.5% | +354.4% | -419.8% | -93.7% |
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