-27.8%
AAL vs AEP
+627.1%
-654.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -3.7% | +1.8% | -5.5% | -4.8% |
| 30D | -20.8% | -0.8% | -20.0% | -20.5% |
| 3M | -1.3% | -1.8% | +0.6% | -0.6% |
| 6M | +5.4% | -5.4% | +10.7% | +8.1% |
| YTD | -14.4% | +10.4% | -24.8% | -20.5% |
| 1Y | +2.1% | +18.2% | -16.1% | -9.6% |
| 3Y | -10.6% | +79.0% | -89.5% | -41.6% |
| 5Y | -32.2% | +64.8% | -97.1% | -54.7% |
| 10Y | -62.7% | +170.8% | -233.6% | -84.8% |
| All | -27.8% | +627.1% | -654.9% | -89.0% |
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