-27.6%
AAL vs ED
+487.5%
-515.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +3.2% |
| 7D | +4.6% | +1.6% | +3.0% | +3.7% |
| 30D | +2.6% | +13.3% | -10.7% | -4.3% |
| 3M | -17.8% | +9.7% | -27.5% | -22.0% |
| 6M | +1.9% | +12.8% | -10.9% | -5.4% |
| YTD | -14.0% | +22.3% | -36.3% | -24.4% |
| 1Y | +0.2% | +26.3% | -26.1% | -13.7% |
| 3Y | +13.0% | +45.0% | -32.0% | -14.9% |
| 5Y | -39.6% | +80.2% | -119.8% | -62.2% |
| 10Y | -65.7% | +129.9% | -195.5% | -85.1% |
| All | -27.6% | +487.5% | -515.0% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling