-35.2%
AAL vs TPR
+230.3%
-265.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.1% | -0.3% | +0.2% | +0.2% |
| 30D | +11.7% | +15.1% | -3.4% | +3.4% |
| 3M | -12.5% | +3.5% | -16.1% | -14.8% |
| 6M | +3.6% | +0.4% | +3.2% | +0.9% |
| YTD | -14.1% | +4.6% | -18.7% | -19.1% |
| 1Y | +0.8% | +33.1% | -32.3% | -17.3% |
| 3Y | +11.8% | +396.0% | -384.2% | -59.6% |
| All | -35.2% | +230.3% | -265.5% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling