+19.7%
AAL vs AEM
+318.0%
-298.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.3% |
| 7D | +3.4% | +1.4% | +2.1% | +3.3% |
| 30D | +11.7% | -1.2% | +12.9% | +11.6% |
| 3M | -7.8% | +2.5% | -10.3% | -8.3% |
| 6M | +10.2% | -5.1% | +15.3% | +9.7% |
| YTD | -8.0% | +10.4% | -18.4% | -9.2% |
| 1Y | +8.5% | +11.8% | -3.2% | +7.1% |
| All | +19.7% | +318.0% | -298.3% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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