+20.4%
AAL vs URA
-31.1%
+51.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | -3.7% | +1.1% | -4.8% | -4.1% |
| 30D | -20.8% | +7.4% | -28.2% | -23.0% |
| 3M | -1.3% | -8.4% | +7.1% | +1.1% |
| 6M | +5.4% | -12.7% | +18.1% | +9.0% |
| YTD | -14.4% | +7.8% | -22.1% | -19.5% |
| 1Y | +2.1% | +19.5% | -17.4% | -9.6% |
| 3Y | -10.6% | +116.4% | -127.0% | -40.6% |
| 5Y | -32.2% | +134.3% | -166.5% | -58.7% |
| 10Y | -62.7% | +359.3% | -422.0% | -83.8% |
| All | +20.4% | -31.1% | +51.5% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling