-40.8%
AAL vs U
-66.8%
+26.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.1% |
| 3M | -17.8% | +26.2% | -43.9% | -23.1% |
| 6M | +1.9% | +88.7% | -86.9% | -14.5% |
| YTD | -14.0% | +16.6% | -30.6% | -21.3% |
| 1Y | +0.2% | +29.0% | -28.7% | -11.0% |
| 3Y | +13.0% | +99.5% | -86.5% | -16.7% |
| All | -40.8% | -66.8% | +26.0% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling