-68.6%
AAL vs URA
+266.3%
-334.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.4% |
| 7D | -0.1% | -1.5% | +1.5% | +0.6% |
| 30D | +11.7% | -10.4% | +22.1% | +16.5% |
| 3M | -12.5% | -29.6% | +17.1% | 0.0% |
| 6M | +3.6% | -40.3% | +43.9% | +25.3% |
| YTD | -14.1% | -25.5% | +11.4% | -7.7% |
| 1Y | +0.8% | -26.4% | +27.2% | +8.1% |
| 3Y | +11.8% | +31.4% | -19.6% | -13.9% |
| 5Y | -35.1% | +28.6% | -63.7% | -52.1% |
| All | -68.6% | +266.3% | -334.9% | -90.1% |
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