+19.6%
AAL vs RY
+160.5%
-141.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.4% | +6.3% |
| 7D | +10.1% | -0.6% | +10.6% | +11.0% |
| 30D | +10.6% | +6.1% | +4.4% | +3.6% |
| 3M | -5.9% | -3.4% | -2.6% | -2.1% |
| 6M | +5.7% | +12.8% | -7.1% | -8.3% |
| YTD | -8.0% | +21.0% | -29.0% | -26.4% |
| 1Y | +6.0% | +40.5% | -34.4% | -28.7% |
| 3Y | +19.6% | +159.9% | -140.3% | -55.7% |
| All | +19.6% | +160.5% | -141.0% | -55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling