-35.9%
AAL vs EEM
+47.0%
-83.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.8% |
| 7D | -1.3% | +2.0% | -3.3% | -3.3% |
| 30D | -13.7% | +5.1% | -18.8% | -18.2% |
| 3M | -8.2% | +4.6% | -12.7% | -13.3% |
| 6M | +13.1% | +17.8% | -4.7% | -7.4% |
| YTD | -15.6% | +25.8% | -41.4% | -36.5% |
| 1Y | +1.4% | +36.4% | -35.0% | -30.7% |
| 3Y | -7.4% | +90.0% | -97.4% | -57.3% |
| 5Y | -35.9% | +46.6% | -82.5% | -61.6% |
| All | -35.9% | +47.0% | -83.0% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 5y: compounded portfolio wealth divided by compounded EEM 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…
5y analysis · Full analysis span regression · 6 months rolling