-27.8%
AAL vs AEE
+362.3%
-390.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -3.7% | +0.3% | -4.1% | -3.9% |
| 30D | -20.8% | -2.3% | -18.5% | -19.8% |
| 3M | -1.3% | +0.2% | -1.5% | -1.8% |
| 6M | +5.4% | -4.7% | +10.1% | +7.9% |
| YTD | -14.4% | +8.1% | -22.5% | -19.0% |
| 1Y | +2.1% | +8.5% | -6.4% | -3.9% |
| 3Y | -10.6% | +48.9% | -59.4% | -32.4% |
| 5Y | -32.2% | +39.9% | -72.1% | -48.1% |
| 10Y | -62.7% | +186.5% | -249.3% | -85.5% |
| All | -27.8% | +362.3% | -390.2% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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