-32.2%
AAL vs EFA
+51.0%
-83.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.6% |
| 7D | -0.9% | -2.4% | +1.4% | +2.6% |
| 30D | -16.0% | -2.2% | -13.7% | -13.1% |
| 3M | -4.2% | +5.7% | -9.9% | -11.4% |
| 6M | +15.7% | +8.2% | +7.5% | +3.9% |
| YTD | -16.2% | +11.8% | -27.9% | -28.3% |
| 1Y | +0.2% | +18.3% | -18.1% | -21.1% |
| 3Y | -8.1% | +64.9% | -73.0% | -55.3% |
| 5Y | -32.2% | +52.4% | -84.6% | -62.4% |
| All | -32.2% | +51.0% | -83.2% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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