-65.2%
AAL vs AME
+428.6%
-493.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.3% | +2.8% | -3.1% | -2.6% |
| 30D | -19.0% | -6.3% | -12.7% | -14.4% |
| 3M | -5.1% | +5.4% | -10.5% | -9.4% |
| 6M | +15.5% | +7.4% | +8.0% | +8.5% |
| YTD | -15.8% | +16.2% | -31.9% | -26.0% |
| 1Y | -0.3% | +26.8% | -27.1% | -19.3% |
| 3Y | -7.7% | +57.5% | -65.2% | -38.8% |
| 5Y | -32.5% | +84.8% | -117.4% | -61.3% |
| All | -65.2% | +428.6% | -493.8% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling