-68.6%
AAL vs EFX
+80.5%
-149.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | -0.1% | -0.8% | +0.7% | +0.3% |
| 30D | +11.7% | +25.1% | -13.4% | -0.4% |
| 3M | -12.5% | +1.7% | -14.2% | -14.2% |
| 6M | +3.6% | +18.4% | -14.7% | -7.1% |
| YTD | -14.1% | -12.5% | -1.6% | -11.1% |
| 1Y | +0.8% | -8.1% | +8.8% | +1.4% |
| 3Y | +11.8% | +4.8% | +7.0% | -0.2% |
| 5Y | -35.1% | -30.1% | -5.0% | -29.7% |
| All | -68.6% | +80.5% | -149.1% | -80.8% |
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