-8.2%
AAL vs TRV
+140.3%
-148.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | -13.7% | -2.3% | -11.4% | -13.1% |
| 3M | -8.2% | +22.7% | -30.9% | -14.4% |
| 6M | +13.1% | +21.9% | -8.8% | +5.5% |
| YTD | -15.6% | +27.5% | -43.1% | -22.5% |
| 1Y | +1.4% | +36.2% | -34.8% | -9.1% |
| All | -8.2% | +140.3% | -148.4% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling