-27.8%
AAL vs ECL
+1,018.5%
-1,046.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -3.7% | -2.6% | -1.1% | -1.2% |
| 30D | -20.8% | -2.2% | -18.6% | -19.2% |
| 3M | -1.3% | +10.1% | -11.4% | -9.9% |
| 6M | +5.4% | -5.7% | +11.1% | +11.8% |
| YTD | -14.4% | +7.0% | -21.3% | -19.9% |
| 1Y | +2.1% | +2.7% | -0.6% | -1.3% |
| 3Y | -10.6% | +57.7% | -68.3% | -45.2% |
| 5Y | -32.2% | +31.1% | -63.4% | -51.2% |
| 10Y | -62.7% | +150.9% | -213.6% | -86.7% |
| All | -27.8% | +1,018.5% | -1,046.3% | -94.3% |
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 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