-26.8%
AAL vs USAR
-20.3%
-6.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.4% | -3.2% | -5.5% |
| 7D | +2.9% | +8.8% | -5.8% | +2.6% |
| 30D | +6.5% | -28.5% | +34.9% | +7.8% |
| 3M | -10.9% | -56.2% | +45.3% | -8.2% |
| 6M | +4.9% | -68.4% | +73.3% | +8.5% |
| YTD | -13.2% | -32.2% | +19.0% | -11.9% |
| 1Y | -1.1% | -52.3% | +51.2% | +0.8% |
| 3Y | +12.8% | -21.2% | +34.0% | +27.2% |
| All | -26.8% | -20.3% | -6.5% | -15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling