-34.4%
AAL vs URI
+209.3%
-243.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.0% |
| 7D | +2.9% | +9.3% | -6.4% | -2.0% |
| 30D | +6.5% | +7.6% | -1.1% | +2.1% |
| 3M | -10.9% | +1.0% | -11.9% | -11.9% |
| 6M | +4.9% | +19.8% | -15.0% | -7.3% |
| YTD | -13.2% | +41.9% | -55.0% | -32.8% |
| 1Y | -1.1% | +33.4% | -34.5% | -20.4% |
| 3Y | +12.8% | +156.0% | -143.2% | -44.6% |
| 5Y | -34.4% | +209.5% | -243.9% | -72.0% |
| All | -34.4% | +209.3% | -243.7% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling