-27.8%
AAL vs AME
+2,087.4%
-2,115.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | -0.2% |
| 7D | -3.7% | +0.6% | -4.4% | -4.3% |
| 30D | -20.8% | -6.7% | -14.1% | -15.7% |
| 3M | -1.3% | +4.1% | -5.4% | -5.0% |
| 6M | +5.4% | +1.6% | +3.8% | +3.9% |
| YTD | -14.4% | +16.1% | -30.5% | -25.6% |
| 1Y | +2.1% | +27.3% | -25.2% | -19.1% |
| 3Y | -10.6% | +50.9% | -61.4% | -40.3% |
| 5Y | -32.2% | +81.4% | -113.6% | -62.1% |
| 10Y | -62.7% | +417.0% | -479.7% | -92.6% |
| All | -27.8% | +2,087.4% | -2,115.2% | -96.4% |
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