+1.4%
AAL vs USAR
+25.8%
-24.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.5% |
| 7D | -1.3% | -4.4% | +3.1% | -1.0% |
| 30D | -13.7% | -10.4% | -3.3% | -13.1% |
| 3M | -8.2% | -18.4% | +10.2% | -7.5% |
| 6M | +13.1% | -8.8% | +21.9% | +12.3% |
| YTD | -15.6% | +43.4% | -59.0% | -18.2% |
| 1Y | +1.4% | +21.0% | -19.6% | -3.8% |
| All | +1.4% | +25.8% | -24.4% | -3.8% |
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