-32.5%
AAL vs ECL
+29.5%
-62.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | -0.3% | -0.8% | +0.5% | +0.3% |
| 30D | -19.0% | -2.5% | -16.5% | -17.5% |
| 3M | -5.1% | +8.3% | -13.4% | -10.5% |
| 6M | +15.5% | -1.1% | +16.6% | +16.5% |
| YTD | -15.8% | +6.5% | -22.3% | -19.5% |
| 1Y | -0.3% | +2.1% | -2.4% | -2.1% |
| 3Y | -7.7% | +57.6% | -65.3% | -36.4% |
| 5Y | -32.5% | +28.1% | -60.6% | -47.4% |
| All | -32.5% | +29.5% | -62.0% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling