-2.1%
AAL vs U
-43.0%
+40.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.2% |
| 7D | -0.3% | +4.5% | -4.8% | -1.3% |
| 30D | -19.0% | -0.6% | -18.4% | -19.0% |
| 3M | -5.1% | +48.4% | -53.5% | -13.6% |
| 6M | +15.5% | +115.4% | -99.9% | -4.0% |
| YTD | -15.8% | -3.2% | -12.6% | -18.4% |
| 1Y | -0.3% | -6.0% | +5.7% | -3.8% |
| 3Y | -7.7% | +13.5% | -21.1% | -20.2% |
| 5Y | -32.5% | -68.0% | +35.5% | -37.3% |
| All | -2.1% | -43.0% | +40.9% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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