-65.5%
AAL vs AME
+438.4%
-503.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +10.1% | -4.1% | +14.2% | +13.7% |
| 30D | +10.6% | -4.1% | +14.7% | +13.8% |
| 3M | -5.9% | -5.6% | -0.3% | -2.2% |
| 6M | +5.7% | +2.8% | +2.8% | +2.0% |
| YTD | -8.0% | +16.6% | -24.6% | -20.3% |
| 1Y | +6.0% | +21.1% | -15.1% | -11.2% |
| 3Y | +19.6% | +61.1% | -41.5% | -23.3% |
| 5Y | -34.6% | +76.6% | -111.2% | -61.4% |
| 10Y | -65.5% | +431.3% | -496.8% | -90.5% |
| All | -65.5% | +438.4% | -503.9% | -90.5% |
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