-31.4%
AAL vs EAT
+341.3%
-372.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -3.7% | 0.0% | -3.8% | -3.8% |
| 30D | -20.8% | +1.9% | -22.7% | -22.0% |
| 3M | -1.3% | +68.7% | -69.9% | -21.5% |
| 6M | +5.4% | +66.9% | -61.5% | -17.2% |
| YTD | -14.4% | +60.4% | -74.8% | -31.7% |
| 1Y | +2.1% | +44.0% | -41.9% | -15.8% |
| 3Y | -10.6% | +604.7% | -615.2% | -67.7% |
| All | -31.4% | +341.3% | -372.7% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling