-65.1%
AAL vs ED
+105.2%
-170.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.4% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -13.7% | +1.9% | -15.7% | -14.1% |
| 3M | -8.2% | +1.9% | -10.0% | -8.6% |
| 6M | +13.1% | -2.3% | +15.4% | +13.3% |
| YTD | -15.6% | +10.9% | -26.5% | -17.7% |
| 1Y | +1.4% | +14.5% | -13.1% | -2.0% |
| 3Y | -7.4% | +33.4% | -40.8% | -15.9% |
| 5Y | -35.9% | +67.3% | -103.2% | -46.0% |
| 10Y | -65.1% | +110.7% | -175.8% | -70.4% |
| All | -65.1% | +105.2% | -170.4% | -70.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling