-27.8%
AAL vs TRV
+1,263.6%
-1,291.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.6% | +2.4% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | -20.8% | -3.4% | -17.4% | -18.5% |
| 3M | -1.3% | +26.4% | -27.7% | -20.4% |
| 6M | +5.4% | +19.3% | -13.9% | -11.1% |
| YTD | -14.4% | +28.3% | -42.7% | -32.3% |
| 1Y | +2.1% | +34.3% | -32.2% | -22.8% |
| 3Y | -10.6% | +140.1% | -150.7% | -61.8% |
| 5Y | -32.2% | +155.7% | -187.9% | -73.5% |
| 10Y | -62.7% | +285.5% | -348.3% | -90.6% |
| All | -27.8% | +1,263.6% | -1,291.4% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling