-27.8%
AAL vs EEM
+279.3%
-307.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | -0.4% |
| 7D | -3.7% | +2.3% | -6.1% | -5.6% |
| 30D | -20.8% | +4.5% | -25.3% | -23.9% |
| 3M | -1.3% | -0.1% | -1.2% | -2.2% |
| 6M | +5.4% | +16.9% | -11.6% | -8.7% |
| YTD | -14.4% | +26.2% | -40.6% | -30.9% |
| 1Y | +2.1% | +40.5% | -38.4% | -25.0% |
| 3Y | -10.6% | +86.2% | -96.7% | -48.1% |
| 5Y | -32.2% | +45.5% | -77.7% | -50.6% |
| 10Y | -62.7% | +128.6% | -191.4% | -81.1% |
| All | -27.8% | +279.3% | -307.1% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling