-28.9%
AAL vs USB
+312.1%
-341.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.1% | -3.0% | -3.3% |
| 7D | +1.2% | -1.5% | +2.6% | +2.6% |
| 30D | -0.5% | +4.3% | -4.8% | -3.9% |
| 3M | -22.0% | -6.1% | -15.9% | -17.7% |
| 6M | +4.5% | +9.4% | -4.9% | -3.4% |
| YTD | -15.7% | +15.2% | -30.8% | -25.2% |
| 1Y | -3.7% | +32.8% | -36.4% | -24.4% |
| 3Y | +7.9% | +91.3% | -83.4% | -38.9% |
| 5Y | -40.7% | +22.7% | -63.4% | -53.4% |
| 10Y | -66.3% | +97.0% | -163.4% | -82.8% |
| All | -28.9% | +312.1% | -341.0% | -77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling