-35.2%
AAL vs URA
+25.6%
-60.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.5% |
| 7D | -0.1% | -1.5% | +1.5% | +0.5% |
| 30D | +11.7% | -10.4% | +22.1% | +15.9% |
| 3M | -12.5% | -29.6% | +17.1% | -1.8% |
| 6M | +3.6% | -40.3% | +43.9% | +22.1% |
| YTD | -14.1% | -25.5% | +11.4% | -8.7% |
| 1Y | +0.8% | -26.4% | +27.2% | +6.9% |
| 3Y | +11.8% | +31.4% | -19.6% | -12.9% |
| All | -35.2% | +25.6% | -60.8% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling