-27.8%
AAL vs EFV
+241.0%
-268.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.4% |
| 7D | -3.7% | +1.5% | -5.2% | -5.5% |
| 30D | -20.8% | +1.7% | -22.5% | -22.5% |
| 3M | -1.3% | +8.6% | -9.9% | -10.6% |
| 6M | +5.4% | +11.7% | -6.3% | -7.2% |
| YTD | -14.4% | +19.3% | -33.6% | -30.6% |
| 1Y | +2.1% | +30.2% | -28.1% | -25.7% |
| 3Y | -10.6% | +91.6% | -102.1% | -59.1% |
| 5Y | -32.2% | +96.4% | -128.6% | -69.1% |
| 10Y | -62.7% | +166.5% | -229.2% | -87.1% |
| All | -27.8% | +241.0% | -268.8% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling