-66.0%
AAL vs URA
+277.9%
-343.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.7% |
| 7D | +3.4% | +2.9% | +0.6% | +2.3% |
| 30D | +11.7% | -10.8% | +22.5% | +16.7% |
| 3M | -7.8% | -25.5% | +17.7% | +3.0% |
| 6M | +10.2% | -41.2% | +51.5% | +34.0% |
| YTD | -8.0% | -21.3% | +13.2% | -3.4% |
| 1Y | +8.5% | -25.7% | +34.2% | +16.1% |
| 3Y | +19.5% | +43.1% | -23.6% | -11.3% |
| 5Y | -33.9% | +35.6% | -69.5% | -52.2% |
| 10Y | -66.0% | +281.3% | -347.3% | -89.1% |
| All | -66.0% | +277.9% | -343.9% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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