+2.1%
AAL vs ED
+12.4%
-10.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.6% | +0.6% |
| 7D | -3.7% | -0.2% | -3.6% | -3.8% |
| 30D | -20.8% | -0.1% | -20.7% | -20.9% |
| 3M | -1.3% | +3.9% | -5.2% | +0.7% |
| 6M | +5.4% | -3.0% | +8.4% | +3.1% |
| YTD | -14.4% | +10.7% | -25.0% | -9.3% |
| 1Y | +2.1% | +13.3% | -11.2% | +8.6% |
| All | +2.1% | +12.4% | -10.3% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling