-67.2%
AAL vs TRU
+243.6%
-310.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.1% | 0.0% | -0.1% | 0.0% |
| 30D | +11.7% | +21.3% | -9.6% | +0.1% |
| 3M | -12.5% | +0.2% | -12.8% | -13.8% |
| 6M | +3.6% | +22.4% | -18.8% | -9.4% |
| YTD | -14.1% | -4.8% | -9.3% | -14.8% |
| 1Y | +0.8% | -0.2% | +0.9% | -3.0% |
| 3Y | +11.8% | +57.9% | -46.1% | -21.0% |
| 5Y | -35.1% | -26.1% | -9.0% | -31.0% |
| 10Y | -68.3% | +184.8% | -253.1% | -81.9% |
| All | -67.2% | +243.6% | -310.8% | -81.9% |
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