-22.2%
AAL vs ECL
+1,131.7%
-1,153.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.0% | +5.4% | +5.5% |
| 7D | +8.3% | -0.5% | +8.8% | +9.0% |
| 30D | +11.0% | +8.8% | +2.1% | +2.5% |
| 3M | -11.2% | +7.8% | -19.0% | -17.5% |
| 6M | +6.1% | +21.3% | -15.2% | -11.9% |
| YTD | -7.6% | +17.8% | -25.4% | -21.2% |
| 1Y | +3.7% | +21.1% | -17.3% | -14.2% |
| 3Y | +20.5% | +80.1% | -59.6% | -35.0% |
| 5Y | -36.4% | +40.5% | -76.9% | -56.8% |
| 10Y | -65.4% | +197.7% | -263.2% | -89.6% |
| All | -22.2% | +1,131.7% | -1,153.9% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling