-27.6%
AAL vs URI
+5,485.8%
-5,513.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.4% |
| 7D | +4.6% | -9.8% | +14.4% | +9.8% |
| 30D | +2.6% | +1.7% | +0.8% | +1.6% |
| 3M | -17.8% | -9.1% | -8.7% | -14.3% |
| 6M | +1.9% | +9.9% | -8.0% | -4.4% |
| YTD | -14.0% | +31.2% | -45.2% | -27.8% |
| 1Y | +0.2% | +25.9% | -25.7% | -14.1% |
| 3Y | +13.0% | +147.4% | -134.3% | -32.3% |
| 5Y | -39.6% | +179.7% | -219.3% | -66.3% |
| 10Y | -65.7% | +1,419.5% | -1,485.2% | -91.5% |
| All | -27.6% | +5,485.8% | -5,513.4% | -94.5% |
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