-67.1%
AAL vs USB
+92.8%
-160.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.4% |
| 7D | +4.6% | 0.0% | +4.6% | +4.8% |
| 30D | +2.6% | +5.8% | -3.3% | -2.0% |
| 3M | -17.8% | -6.0% | -11.8% | -13.5% |
| 6M | +1.9% | +7.8% | -5.9% | -4.4% |
| YTD | -14.0% | +14.6% | -28.6% | -23.1% |
| 1Y | +0.2% | +31.8% | -31.5% | -20.1% |
| 3Y | +13.0% | +91.5% | -78.5% | -34.6% |
| 5Y | -39.6% | +22.0% | -61.6% | -50.2% |
| All | -67.1% | +92.8% | -160.0% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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