-67.3%
AAL vs TRU
+238.0%
-305.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.9% | +7.2% | +4.5% |
| 7D | -3.7% | -6.8% | +3.0% | -0.2% |
| 30D | -20.8% | 0.0% | -20.8% | -21.2% |
| 3M | -1.3% | +13.3% | -14.6% | -9.0% |
| 6M | +5.4% | +3.4% | +1.9% | +1.7% |
| YTD | -14.4% | -6.4% | -8.0% | -13.6% |
| 1Y | +2.1% | -9.7% | +11.8% | +4.1% |
| 3Y | -10.6% | +0.1% | -10.7% | -19.0% |
| 5Y | -32.2% | -34.0% | +1.8% | -22.5% |
| 10Y | -62.7% | +147.9% | -210.6% | -77.4% |
| All | -67.3% | +238.0% | -305.3% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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