-68.6%
AAL vs TRV
+350.6%
-419.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.1% | +2.0% | -2.1% | -1.4% |
| 30D | +11.7% | +6.7% | +5.0% | +7.1% |
| 3M | -12.5% | +9.4% | -21.9% | -17.7% |
| 6M | +3.6% | +37.7% | -34.1% | -17.4% |
| YTD | -14.1% | +40.6% | -54.7% | -32.7% |
| 1Y | +0.8% | +42.4% | -41.7% | -21.8% |
| 3Y | +11.8% | +148.1% | -136.3% | -44.3% |
| 5Y | -35.1% | +181.7% | -216.8% | -71.5% |
| All | -68.6% | +350.6% | -419.2% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 10y: compounded portfolio wealth divided by compounded TRV 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…
10y analysis · Full analysis span regression · 6 months rolling