-29.0%
AAL vs USAR
+74.5%
-103.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -0.3% | +2.3% | -2.6% | -0.4% |
| 30D | -19.0% | -8.6% | -10.4% | -18.8% |
| 3M | -5.1% | -20.5% | +15.4% | -4.7% |
| 6M | +15.5% | +1.2% | +14.3% | +14.9% |
| YTD | -15.8% | +48.4% | -64.2% | -16.9% |
| 1Y | -0.3% | +30.6% | -30.9% | -1.5% |
| 3Y | -7.7% | +73.6% | -81.3% | +2.5% |
| All | -29.0% | +74.5% | -103.5% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling