-7.7%
AAL vs EFX
-12.5%
+4.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -0.5% |
| 7D | -0.3% | -7.8% | +7.5% | +2.7% |
| 30D | -19.0% | -5.7% | -13.3% | -17.4% |
| 3M | -5.1% | +2.5% | -7.6% | -7.2% |
| 6M | +15.5% | -16.7% | +32.1% | +22.9% |
| YTD | -15.8% | -20.2% | +4.4% | -9.1% |
| 1Y | -0.3% | -31.4% | +31.1% | +14.7% |
| 3Y | -7.7% | -10.5% | +2.8% | -14.8% |
| All | -7.7% | -12.5% | +4.8% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling