-27.6%
AAL vs EFV
+231.8%
-259.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.5% |
| 7D | -0.1% | +2.5% | -2.6% | -3.0% |
| 30D | +11.7% | +2.9% | +8.8% | +8.2% |
| 3M | -12.5% | -1.4% | -11.1% | -10.6% |
| 6M | +3.6% | +5.5% | -1.9% | -2.2% |
| YTD | -14.1% | +16.1% | -30.2% | -27.7% |
| 1Y | +0.8% | +20.3% | -19.5% | -18.8% |
| 3Y | +11.8% | +90.4% | -78.6% | -48.3% |
| 5Y | -35.1% | +93.5% | -128.6% | -69.7% |
| 10Y | -68.3% | +161.5% | -229.8% | -88.7% |
| All | -27.6% | +231.8% | -259.4% | -78.9% |
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