-7.7%
AAL vs ED
+35.1%
-42.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.4% |
| 7D | -0.3% | +0.5% | -0.8% | -0.2% |
| 30D | -19.0% | +1.1% | -20.1% | -18.8% |
| 3M | -5.1% | +4.6% | -9.7% | -3.9% |
| 6M | +15.5% | -2.0% | +17.4% | +15.0% |
| YTD | -15.8% | +11.7% | -27.5% | -13.5% |
| 1Y | -0.3% | +15.7% | -16.0% | +3.1% |
| 3Y | -7.7% | +34.4% | -42.0% | -10.2% |
| All | -7.7% | +35.1% | -42.8% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling