-27.5%
AAL vs USAR
-18.7%
-8.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.8% | -8.9% | +1.5% |
| 7D | +4.6% | -14.5% | +19.1% | +5.2% |
| 30D | +2.6% | -37.8% | +40.4% | +4.4% |
| 3M | -17.8% | -52.8% | +35.0% | -15.6% |
| 6M | +1.9% | -71.2% | +73.1% | +5.6% |
| YTD | -14.0% | -30.9% | +16.9% | -12.8% |
| 1Y | +0.2% | -48.0% | +48.2% | +1.9% |
| 3Y | +13.0% | -19.7% | +32.7% | +27.3% |
| All | -27.5% | -18.7% | -8.8% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling