-34.4%
AAL vs RY
+125.1%
-159.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.1% |
| 7D | +2.9% | -0.5% | +3.5% | +3.6% |
| 30D | +6.5% | +4.7% | +1.7% | +1.4% |
| 3M | -10.9% | -4.5% | -6.4% | -5.9% |
| 6M | +4.9% | +12.5% | -7.7% | -8.3% |
| YTD | -13.2% | +21.1% | -34.3% | -30.1% |
| 1Y | -1.1% | +38.6% | -39.8% | -31.8% |
| 3Y | +12.8% | +160.2% | -147.4% | -61.5% |
| 5Y | -34.4% | +124.7% | -159.1% | -72.8% |
| All | -34.4% | +125.1% | -159.5% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling