-65.1%
AAL vs EAT
+370.1%
-435.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +1.4% |
| 7D | -1.3% | -6.8% | +5.5% | +1.3% |
| 30D | -13.7% | -5.4% | -8.4% | -12.6% |
| 3M | -8.2% | +42.8% | -50.9% | -20.6% |
| 6M | +13.1% | +56.5% | -43.4% | -6.9% |
| YTD | -15.6% | +50.0% | -65.6% | -29.6% |
| 1Y | +1.4% | +38.3% | -36.9% | -13.8% |
| 3Y | -7.4% | +591.6% | -599.1% | -60.1% |
| 5Y | -35.9% | +312.6% | -348.6% | -68.1% |
| 10Y | -65.1% | +381.4% | -446.6% | -85.3% |
| All | -65.1% | +370.1% | -435.2% | -85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling