-65.2%
AAL vs AEP
+175.2%
-240.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -0.9% | -1.0% | +0.1% | -0.7% |
| 30D | -16.0% | -0.1% | -15.9% | -16.0% |
| 3M | -4.2% | -3.2% | -1.0% | -3.6% |
| 6M | +15.7% | -5.3% | +20.9% | +17.0% |
| YTD | -16.2% | +9.5% | -25.7% | -18.7% |
| 1Y | +0.2% | +17.5% | -17.3% | -4.9% |
| 3Y | -8.1% | +77.0% | -85.1% | -24.2% |
| 5Y | -32.2% | +66.4% | -98.6% | -43.3% |
| All | -65.2% | +175.2% | -240.4% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AEP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling