-40.8%
AAL vs TPR
+253.5%
-294.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +3.0% | +2.5% |
| 7D | +4.6% | +14.2% | -9.6% | -2.7% |
| 30D | +2.6% | +17.1% | -14.5% | -6.0% |
| 3M | -17.8% | -17.7% | -0.1% | -10.7% |
| 6M | +1.9% | -10.2% | +12.0% | +4.6% |
| YTD | -14.0% | +4.9% | -18.9% | -19.1% |
| 1Y | +0.2% | +36.1% | -35.9% | -18.7% |
| 3Y | +13.0% | +416.5% | -403.4% | -59.5% |
| All | -40.8% | +253.5% | -294.3% | -74.3% |
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