-35.9%
AAL vs AEM
+296.4%
-332.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | -1.3% | +3.0% | -4.3% | -1.6% |
| 30D | -13.7% | +12.5% | -26.2% | -14.7% |
| 3M | -8.2% | +26.9% | -35.1% | -10.4% |
| 6M | +13.1% | -9.4% | +22.6% | +13.0% |
| YTD | -15.6% | +20.3% | -35.9% | -17.2% |
| 1Y | +1.4% | +33.8% | -32.4% | -1.2% |
| 3Y | -7.4% | +349.8% | -357.3% | -17.9% |
| 5Y | -35.9% | +301.0% | -337.0% | -45.2% |
| All | -35.9% | +296.4% | -332.3% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling