-32.2%
AAL vs EBAY
+55.0%
-87.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.3% |
| 7D | -0.9% | -0.8% | -0.1% | -0.7% |
| 30D | -16.0% | -0.6% | -15.3% | -15.9% |
| 3M | -4.2% | -1.0% | -3.3% | -4.2% |
| 6M | +15.7% | +16.3% | -0.6% | +7.6% |
| YTD | -16.2% | +21.7% | -37.9% | -24.0% |
| 1Y | +0.2% | +16.5% | -16.3% | -8.7% |
| 3Y | -8.1% | +154.2% | -162.2% | -47.1% |
| 5Y | -32.2% | +58.1% | -90.2% | -59.8% |
| All | -32.2% | +55.0% | -87.2% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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