-68.3%
AAL vs EFX
+79.2%
-147.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.2% |
| 7D | +2.9% | -3.6% | +6.6% | +4.8% |
| 30D | +6.5% | +25.3% | -18.8% | -5.2% |
| 3M | -10.9% | +3.8% | -14.7% | -13.5% |
| 6M | +4.9% | +12.7% | -7.8% | -3.6% |
| YTD | -13.2% | -13.1% | 0.0% | -9.8% |
| 1Y | -1.1% | -9.3% | +8.2% | +0.3% |
| 3Y | +12.8% | +3.5% | +9.3% | +1.4% |
| 5Y | -34.4% | -30.6% | -3.8% | -28.7% |
| All | -68.3% | +79.2% | -147.5% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling