-67.8%
AAL vs URA
+283.4%
-351.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +0.2% |
| 7D | +4.6% | -4.1% | +8.7% | +6.3% |
| 30D | +2.6% | -19.0% | +21.6% | +11.3% |
| 3M | -17.8% | -25.1% | +7.4% | -8.4% |
| 6M | +1.9% | -44.5% | +46.3% | +26.4% |
| YTD | -14.0% | -24.3% | +10.3% | -8.3% |
| 1Y | +0.2% | -28.1% | +28.3% | +8.5% |
| 3Y | +13.0% | +40.7% | -27.6% | -15.8% |
| 5Y | -39.6% | +35.5% | -75.1% | -56.5% |
| All | -67.8% | +283.4% | -351.3% | -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