-22.5%
AAL vs AEP
+652.3%
-674.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.6% |
| 7D | +10.1% | -0.8% | +10.9% | +10.7% |
| 30D | +10.6% | +4.9% | +5.7% | +7.4% |
| 3M | -5.9% | +4.9% | -10.8% | -8.8% |
| 6M | +5.7% | -0.3% | +6.0% | +5.2% |
| YTD | -8.0% | +14.3% | -22.2% | -16.3% |
| 1Y | +6.0% | +7.5% | -1.5% | -0.1% |
| 3Y | +19.6% | +82.6% | -63.1% | -22.5% |
| 5Y | -34.6% | +81.5% | -116.1% | -58.9% |
| 10Y | -65.5% | +203.2% | -268.7% | -87.1% |
| All | -22.5% | +652.3% | -674.8% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling