-68.6%
AAL vs ECL
+197.5%
-266.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.6% | -2.5% |
| 7D | -0.1% | +2.9% | -2.9% | -2.4% |
| 30D | +11.7% | +7.5% | +4.2% | +5.2% |
| 3M | -12.5% | +12.2% | -24.8% | -21.0% |
| 6M | +3.6% | +24.6% | -20.9% | -14.3% |
| YTD | -14.1% | +18.8% | -32.9% | -26.0% |
| 1Y | +0.8% | +19.3% | -18.6% | -13.8% |
| 3Y | +11.8% | +78.2% | -66.4% | -35.3% |
| 5Y | -35.1% | +38.8% | -73.9% | -52.9% |
| All | -68.6% | +197.5% | -266.1% | -86.8% |
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