-22.5%
AAL vs EAT
+1,041.7%
-1,064.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.8% | +1.5% |
| 7D | +10.1% | -5.9% | +16.0% | +13.1% |
| 30D | +10.6% | +0.7% | +9.9% | +9.4% |
| 3M | -5.9% | -14.2% | +8.3% | -1.2% |
| 6M | +5.7% | +40.7% | -35.0% | -12.6% |
| YTD | -8.0% | +36.0% | -43.9% | -24.1% |
| 1Y | +6.0% | +83.1% | -77.0% | -24.7% |
| 3Y | +19.6% | +474.8% | -455.2% | -54.9% |
| 5Y | -34.6% | +347.6% | -382.2% | -73.9% |
| 10Y | -65.5% | +321.5% | -387.0% | -89.2% |
| All | -22.5% | +1,041.7% | -1,064.2% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling