-40.8%
AAL vs RY
+122.0%
-162.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +3.4% |
| 7D | +4.6% | -0.9% | +5.5% | +5.9% |
| 30D | +2.6% | +5.9% | -3.3% | -3.6% |
| 3M | -17.8% | -4.3% | -13.5% | -13.6% |
| 6M | +1.9% | +12.1% | -10.3% | -10.7% |
| YTD | -14.0% | +20.3% | -34.3% | -30.3% |
| 1Y | +0.2% | +41.0% | -40.8% | -32.2% |
| 3Y | +13.0% | +157.5% | -144.5% | -61.0% |
| All | -40.8% | +122.0% | -162.8% | -75.4% |
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