-32.2%
AAL vs TRI
-11.1%
-21.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -0.9% | -14.4% | +13.4% | +2.6% |
| 30D | -16.0% | -8.1% | -7.8% | -14.6% |
| 3M | -4.2% | +17.5% | -21.8% | -9.5% |
| 6M | +15.7% | -5.0% | +20.6% | +15.8% |
| YTD | -16.2% | -24.7% | +8.5% | -7.8% |
| 1Y | +0.2% | -41.5% | +41.7% | +24.1% |
| 3Y | -8.1% | -20.3% | +12.3% | -9.4% |
| 5Y | -32.2% | -10.9% | -21.3% | -45.8% |
| All | -32.2% | -11.1% | -21.0% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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