-27.8%
AAL vs TRI
+407.2%
-435.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.4% | +6.7% | +4.7% |
| 7D | -3.7% | -0.5% | -3.2% | -3.8% |
| 30D | -20.8% | +7.9% | -28.7% | -25.5% |
| 3M | -1.3% | +24.1% | -25.3% | -17.6% |
| 6M | +5.4% | +3.8% | +1.6% | -4.5% |
| YTD | -14.4% | -16.9% | +2.5% | -11.8% |
| 1Y | +2.1% | -38.4% | +40.5% | +30.7% |
| 3Y | -10.6% | -12.2% | +1.7% | -16.6% |
| 5Y | -32.2% | -1.8% | -30.4% | -43.3% |
| 10Y | -62.7% | +207.6% | -270.3% | -88.9% |
| All | -27.8% | +407.2% | -435.0% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling