-22.2%
AAL vs AME
+2,095.4%
-2,117.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.2% | +3.3% | +3.6% |
| 7D | +8.3% | -1.5% | +9.8% | +9.3% |
| 30D | +11.0% | -4.2% | +15.1% | +14.5% |
| 3M | -11.2% | -5.9% | -5.2% | -7.1% |
| 6M | +6.1% | +2.8% | +3.3% | +2.2% |
| YTD | -7.6% | +16.6% | -24.2% | -20.8% |
| 1Y | +3.7% | +22.1% | -18.4% | -14.9% |
| 3Y | +20.5% | +64.7% | -44.2% | -26.6% |
| 5Y | -36.4% | +76.6% | -113.0% | -63.7% |
| 10Y | -65.4% | +443.9% | -509.3% | -93.5% |
| All | -22.2% | +2,095.4% | -2,117.5% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling