-27.6%
AAL vs EBAY
+738.6%
-766.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | -0.1% | -0.9% | +0.8% | +0.4% |
| 30D | +11.7% | +3.5% | +8.2% | +9.5% |
| 3M | -12.5% | +16.0% | -28.5% | -20.4% |
| 6M | +3.6% | +7.6% | -4.0% | -2.0% |
| YTD | -14.1% | +40.1% | -54.2% | -31.9% |
| 1Y | +0.8% | +45.0% | -44.3% | -22.0% |
| 3Y | +11.8% | +228.1% | -216.3% | -52.0% |
| 5Y | -35.1% | +78.6% | -113.7% | -60.0% |
| 10Y | -68.3% | +378.8% | -447.0% | -91.3% |
| All | -27.6% | +738.6% | -766.2% | -92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling