+6.4%
AAL vs TPR
+31.4%
-25.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.5% | +5.0% | +6.5% |
| 7D | +8.3% | +12.7% | -4.4% | +3.2% |
| 30D | +11.0% | +17.1% | -6.1% | +4.2% |
| 3M | -11.2% | -15.9% | +4.7% | -5.2% |
| 6M | +6.1% | +2.6% | +3.4% | +1.9% |
| YTD | -7.6% | +7.5% | -15.1% | -9.8% |
| All | +6.4% | +31.4% | -25.1% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling