-27.8%
AAL vs URI
+5,243.9%
-5,271.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.4% |
| 7D | -3.7% | -2.0% | -1.8% | -2.8% |
| 30D | -20.8% | -12.9% | -7.9% | -15.4% |
| 3M | -1.3% | -6.7% | +5.5% | +1.1% |
| 6M | +5.4% | +19.0% | -13.6% | -5.9% |
| YTD | -14.4% | +25.5% | -39.9% | -26.2% |
| 1Y | +2.1% | +5.5% | -3.4% | -4.6% |
| 3Y | -10.6% | +111.3% | -121.9% | -42.0% |
| 5Y | -32.2% | +198.6% | -230.8% | -63.4% |
| 10Y | -62.7% | +1,179.9% | -1,242.6% | -90.1% |
| All | -27.8% | +5,243.9% | -5,271.8% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling