-8.2%
AAL vs USB
+95.2%
-103.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | -3.7% | +1.4% | -5.2% | -4.9% |
| 30D | -20.8% | -1.3% | -19.5% | -20.0% |
| 3M | -1.3% | +15.2% | -16.5% | -11.9% |
| 6M | +5.4% | +18.8% | -13.5% | -8.4% |
| YTD | -14.4% | +21.0% | -35.4% | -26.4% |
| 1Y | +2.1% | +34.0% | -31.9% | -19.1% |
| All | -8.2% | +95.2% | -103.3% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling