-8.2%
AAL vs EFV
+88.7%
-96.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +1.5% |
| 7D | -1.3% | -0.5% | -0.8% | -0.6% |
| 30D | -13.7% | 0.0% | -13.7% | -13.8% |
| 3M | -8.2% | +8.4% | -16.6% | -17.5% |
| 6M | +13.1% | +12.3% | +0.8% | -2.7% |
| YTD | -15.6% | +17.4% | -33.0% | -31.6% |
| 1Y | +1.4% | +27.1% | -25.7% | -26.2% |
| All | -8.2% | +88.7% | -96.9% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling