-27.8%
AAL vs AEM
+1,721.3%
-1,749.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.3% |
| 7D | -3.7% | -0.5% | -3.2% | -3.7% |
| 30D | -20.8% | +24.0% | -44.8% | -21.3% |
| 3M | -1.3% | +16.1% | -17.4% | -1.8% |
| 6M | +5.4% | -11.6% | +17.0% | +5.5% |
| YTD | -14.4% | +21.5% | -35.9% | -14.9% |
| 1Y | +2.1% | +39.2% | -37.1% | +1.1% |
| 3Y | -10.6% | +347.4% | -358.0% | -13.8% |
| 5Y | -32.2% | +290.1% | -322.4% | -34.7% |
| 10Y | -62.7% | +357.8% | -420.5% | -64.5% |
| All | -27.8% | +1,721.3% | -1,749.2% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling