-1.1%
AAL vs EFX
-10.6%
+9.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.4% |
| 7D | +2.9% | -3.6% | +6.6% | +4.0% |
| 30D | +6.5% | +25.3% | -18.8% | -0.1% |
| 3M | -10.9% | +3.8% | -14.7% | -12.3% |
| 6M | +4.9% | +12.7% | -7.8% | -0.2% |
| YTD | -13.2% | -13.1% | 0.0% | -8.3% |
| 1Y | -1.1% | -9.3% | +8.2% | +2.2% |
| All | -1.1% | -10.6% | +9.5% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling