-65.5%
AAL vs TPR
+386.9%
-452.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.2% |
| 7D | +10.1% | +12.1% | -2.0% | +3.1% |
| 30D | +10.6% | +16.7% | -6.1% | +1.3% |
| 3M | -5.9% | -17.4% | +11.5% | +2.2% |
| 6M | +5.7% | +2.3% | +3.4% | +2.0% |
| YTD | -8.0% | +7.1% | -15.1% | -14.4% |
| 1Y | +6.0% | +29.5% | -23.5% | -11.6% |
| 3Y | +19.6% | +415.0% | -395.5% | -56.4% |
| 5Y | -34.6% | +261.5% | -296.1% | -72.1% |
| 10Y | -65.5% | +383.3% | -448.8% | -89.7% |
| All | -65.5% | +386.9% | -452.4% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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