-65.5%
AAL vs ECL
+196.4%
-261.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.1% |
| 7D | +10.1% | +0.4% | +9.6% | +9.8% |
| 30D | +10.6% | +8.6% | +2.0% | +3.1% |
| 3M | -5.9% | +7.9% | -13.8% | -12.0% |
| 6M | +5.7% | +21.0% | -15.3% | -10.3% |
| YTD | -8.0% | +17.5% | -25.5% | -20.0% |
| 1Y | +6.0% | +19.7% | -13.6% | -9.5% |
| 3Y | +19.6% | +77.4% | -57.9% | -30.5% |
| 5Y | -34.6% | +38.7% | -73.3% | -52.6% |
| 10Y | -65.5% | +193.5% | -259.0% | -85.3% |
| All | -65.5% | +196.4% | -261.9% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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