+10.7%
AAL vs USAR
-66.6%
+77.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +6.5% | +0.9% | +6.1% |
| 7D | +8.3% | -1.1% | +9.3% | +8.2% |
| 30D | +11.0% | -30.3% | +41.2% | +18.2% |
| 3M | -11.2% | -54.7% | +43.5% | +2.0% |
| All | +10.7% | -66.6% | +77.3% | +30.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling