-27.6%
AAL vs ECL
+1,107.4%
-1,134.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +3.6% |
| 7D | +4.6% | -0.8% | +5.4% | +5.5% |
| 30D | +2.6% | +8.1% | -5.6% | -4.8% |
| 3M | -17.8% | +6.4% | -24.1% | -22.6% |
| 6M | +1.9% | +14.8% | -12.9% | -10.9% |
| YTD | -14.0% | +15.5% | -29.5% | -25.3% |
| 1Y | +0.2% | +20.1% | -19.9% | -16.5% |
| 3Y | +13.0% | +77.8% | -64.7% | -38.3% |
| 5Y | -39.6% | +37.9% | -77.5% | -58.3% |
| 10Y | -65.7% | +202.7% | -268.3% | -89.9% |
| All | -27.6% | +1,107.4% | -1,134.9% | -94.7% |
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