-27.6%
AAL vs EFA
+239.2%
-266.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.2% |
| 7D | -0.1% | +2.2% | -2.3% | -2.7% |
| 30D | +11.7% | +1.4% | +10.3% | +10.2% |
| 3M | -12.5% | -4.2% | -8.4% | -7.1% |
| 6M | +3.6% | +1.9% | +1.7% | +2.2% |
| YTD | -14.1% | +10.2% | -24.3% | -23.0% |
| 1Y | +0.8% | +12.8% | -12.0% | -12.2% |
| 3Y | +11.8% | +65.2% | -53.4% | -39.1% |
| 5Y | -35.1% | +49.8% | -84.9% | -58.7% |
| 10Y | -68.3% | +145.2% | -213.4% | -88.0% |
| All | -27.6% | +239.2% | -266.8% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling