+20.5%
AAL vs AME
+63.1%
-42.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.2% | +3.3% | +4.2% |
| 7D | +8.3% | -1.5% | +9.8% | +9.0% |
| 30D | +11.0% | -4.2% | +15.1% | +13.8% |
| 3M | -11.2% | -5.9% | -5.2% | -7.7% |
| 6M | +6.1% | +2.8% | +3.3% | +2.4% |
| YTD | -7.6% | +16.6% | -24.2% | -19.3% |
| 1Y | +3.7% | +22.1% | -18.4% | -12.7% |
| 3Y | +20.5% | +64.7% | -44.2% | -23.8% |
| All | +20.5% | +63.1% | -42.6% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling