-22.2%
AAL vs ED
+486.6%
-508.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.6% | +7.5% |
| 7D | +8.3% | -0.1% | +8.3% | +8.3% |
| 30D | +11.0% | +11.6% | -0.6% | +4.4% |
| 3M | -11.2% | +10.5% | -21.7% | -16.1% |
| 6M | +6.1% | +13.2% | -7.1% | -1.7% |
| YTD | -7.6% | +22.1% | -29.8% | -18.7% |
| 1Y | +3.7% | +24.2% | -20.4% | -9.9% |
| 3Y | +20.5% | +46.9% | -26.4% | -10.1% |
| 5Y | -36.4% | +80.8% | -117.2% | -60.3% |
| 10Y | -65.4% | +134.3% | -199.7% | -85.3% |
| All | -22.2% | +486.6% | -508.8% | -91.8% |
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