+19.6%
AAL vs URI
+155.7%
-136.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.6% |
| 7D | +10.1% | -6.0% | +16.0% | +13.0% |
| 30D | +10.6% | +4.6% | +6.0% | +8.2% |
| 3M | -5.9% | -2.7% | -3.2% | -5.2% |
| 6M | +5.7% | +18.4% | -12.7% | -4.1% |
| YTD | -8.0% | +37.4% | -45.3% | -24.7% |
| 1Y | +6.0% | +30.4% | -24.3% | -10.6% |
| 3Y | +19.6% | +147.9% | -128.3% | -32.6% |
| All | +19.6% | +155.7% | -136.1% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 3y: compounded portfolio wealth divided by compounded URI 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…
3y analysis · Full analysis span regression · 6 months rolling