-22.5%
AAL vs RY
+1,133.5%
-1,156.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.7% |
| 7D | +3.4% | -3.0% | +6.4% | +6.9% |
| 30D | +11.7% | +6.3% | +5.5% | +5.1% |
| 3M | -7.8% | -2.6% | -5.2% | -5.1% |
| 6M | +10.2% | +13.9% | -3.7% | -3.9% |
| YTD | -8.0% | +21.7% | -29.7% | -25.0% |
| 1Y | +8.5% | +40.4% | -31.9% | -24.0% |
| 3Y | +19.5% | +161.3% | -141.8% | -56.3% |
| 5Y | -33.9% | +126.5% | -160.4% | -71.6% |
| 10Y | -66.0% | +354.3% | -420.4% | -92.3% |
| All | -22.5% | +1,133.5% | -1,156.0% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling