-64.8%
AAL vs EFX
+42.6%
-107.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +1.0% |
| 7D | -0.9% | -4.5% | +3.6% | +1.4% |
| 30D | -12.9% | -6.1% | -6.8% | -10.6% |
| 3M | -11.2% | +6.2% | -17.4% | -15.0% |
| 6M | +17.8% | -11.2% | +29.1% | +22.6% |
| YTD | -15.1% | -21.4% | +6.3% | -6.9% |
| 1Y | +0.5% | -34.3% | +34.8% | +20.5% |
| 3Y | -7.7% | -12.5% | +4.8% | -8.9% |
| 5Y | -31.3% | -35.6% | +4.2% | -22.6% |
| All | -64.8% | +42.6% | -107.4% | -75.2% |
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