-28.9%
AAL vs URI
+5,423.4%
-5,452.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -7.1% | +2.0% | -1.7% |
| 7D | +1.2% | -12.9% | +14.1% | +8.0% |
| 30D | -0.5% | -3.4% | +2.9% | +1.0% |
| 3M | -22.0% | -10.0% | -12.0% | -18.3% |
| 6M | +4.5% | +12.2% | -7.7% | -2.9% |
| YTD | -15.7% | +29.8% | -45.4% | -28.7% |
| 1Y | -3.7% | +24.6% | -28.3% | -17.0% |
| 3Y | +7.9% | +137.6% | -129.7% | -34.1% |
| 5Y | -40.7% | +176.6% | -217.4% | -66.8% |
| 10Y | -66.3% | +1,402.6% | -1,468.9% | -91.7% |
| All | -28.9% | +5,423.4% | -5,452.4% | -94.6% |
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 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