-33.9%
AAL vs ALLE
+54.3%
-88.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.6% |
| 7D | +3.4% | -0.8% | +4.3% | +4.1% |
| 30D | +11.7% | +27.4% | -15.6% | -4.3% |
| 3M | -7.8% | +13.8% | -21.6% | -15.3% |
| 6M | +10.2% | +45.5% | -35.3% | -14.4% |
| YTD | -8.0% | +21.4% | -29.4% | -20.6% |
| 1Y | +8.5% | +15.4% | -6.8% | -3.0% |
| 3Y | +19.5% | +91.7% | -72.2% | -27.8% |
| 5Y | -33.9% | +54.5% | -88.4% | -55.6% |
| All | -33.9% | +54.3% | -88.2% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 5y: compounded portfolio wealth divided by compounded ALLE 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…
5y analysis · Full analysis span regression · 6 months rolling