-22.5%
AAL vs AEM
+1,554.3%
-1,576.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | 0.0% |
| 7D | +3.4% | +1.4% | +2.1% | +3.4% |
| 30D | +11.7% | -1.2% | +12.9% | +11.7% |
| 3M | -7.8% | +2.5% | -10.3% | -7.9% |
| 6M | +10.2% | -5.1% | +15.3% | +10.2% |
| YTD | -8.0% | +10.4% | -18.4% | -8.4% |
| 1Y | +8.5% | +11.8% | -3.2% | +8.1% |
| 3Y | +19.5% | +315.6% | -296.2% | +15.4% |
| 5Y | -33.9% | +266.3% | -300.2% | -36.2% |
| 10Y | -66.0% | +427.4% | -493.4% | -67.7% |
| All | -22.5% | +1,554.3% | -1,576.8% | -44.8% |
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