+2.1%
AAL vs EAT
+37.5%
-35.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -3.7% | 0.0% | -3.8% | -3.8% |
| 30D | -20.8% | +1.9% | -22.7% | -21.6% |
| 3M | -1.3% | +68.7% | -69.9% | -15.5% |
| 6M | +5.4% | +66.9% | -61.5% | -9.7% |
| YTD | -14.4% | +60.4% | -74.8% | -25.1% |
| 1Y | +2.1% | +44.0% | -41.9% | -6.8% |
| All | +2.1% | +37.5% | -35.4% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling