-64.8%
AAL vs URA
+356.0%
-420.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | -3.7% | +1.1% | -4.8% | -4.2% |
| 30D | -20.8% | +7.4% | -28.2% | -23.2% |
| 3M | -1.3% | -8.4% | +7.1% | +1.2% |
| 6M | +5.4% | -12.7% | +18.1% | +9.2% |
| YTD | -14.4% | +7.8% | -22.1% | -20.2% |
| 1Y | +2.1% | +19.5% | -17.4% | -11.1% |
| 3Y | -10.6% | +116.4% | -127.0% | -44.2% |
| 5Y | -32.2% | +134.3% | -166.5% | -62.5% |
| All | -64.8% | +356.0% | -420.8% | -88.8% |
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