+13.0%
AAL vs U
+81.5%
-68.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | +0.6% |
| 7D | +4.6% | +36.6% | -32.0% | -3.5% |
| 30D | +2.6% | +13.3% | -10.7% | -1.0% |
| 3M | -17.8% | +26.2% | -43.9% | -23.0% |
| 6M | +1.9% | +88.7% | -86.9% | -14.6% |
| YTD | -14.0% | +16.6% | -30.6% | -20.9% |
| 1Y | +0.2% | +29.0% | -28.7% | -10.9% |
| 3Y | +13.0% | +99.5% | -86.5% | -17.2% |
| All | +13.0% | +81.5% | -68.5% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling