+29.3%
AAL vs URA
-49.7%
+79.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.6% |
| 7D | +3.4% | +2.9% | +0.6% | +2.4% |
| 30D | +11.7% | -10.8% | +22.5% | +16.4% |
| 3M | -7.8% | -25.5% | +17.7% | +2.2% |
| 6M | +10.2% | -41.2% | +51.5% | +32.2% |
| YTD | -8.0% | -21.3% | +13.2% | -3.4% |
| 1Y | +8.5% | -25.7% | +34.2% | +15.9% |
| 3Y | +19.5% | +43.1% | -23.6% | -7.0% |
| 5Y | -33.9% | +35.6% | -69.5% | -49.5% |
| 10Y | -66.0% | +281.3% | -347.3% | -84.1% |
| All | +29.3% | -49.7% | +79.0% | -4.5% |
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