+7.7%
AAL vs USAR
-49.3%
+57.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -5.9% | +12.2% | +6.9% |
| 7D | +8.3% | -21.8% | +30.1% | +10.9% |
| 30D | +6.2% | -39.9% | +46.2% | +11.3% |
| 3M | -17.7% | -52.5% | +34.8% | -12.1% |
| 6M | +15.4% | -67.9% | +83.4% | +25.1% |
| YTD | -11.1% | -31.1% | +20.0% | -8.2% |
| 1Y | +7.7% | -49.8% | +57.6% | +13.7% |
| All | +7.7% | -49.3% | +57.0% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling