-40.8%
AAL vs URI
+166.6%
-207.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.3% |
| 7D | +4.6% | -9.8% | +14.4% | +10.5% |
| 30D | +2.6% | +1.7% | +0.8% | +1.4% |
| 3M | -17.8% | -9.1% | -8.7% | -13.8% |
| 6M | +1.9% | +9.9% | -8.0% | -5.6% |
| YTD | -14.0% | +31.2% | -45.2% | -30.5% |
| 1Y | +0.2% | +25.9% | -25.7% | -16.9% |
| 3Y | +13.0% | +147.4% | -134.3% | -43.9% |
| All | -40.8% | +166.6% | -207.3% | -73.2% |
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