-35.9%
AAL vs EFX
-36.4%
+0.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.2% |
| 7D | -1.3% | -9.4% | +8.1% | +3.1% |
| 30D | -13.7% | -6.9% | -6.8% | -11.2% |
| 3M | -8.2% | +0.1% | -8.3% | -9.6% |
| 6M | +13.1% | -17.3% | +30.4% | +21.8% |
| YTD | -15.6% | -21.8% | +6.2% | -7.2% |
| 1Y | +1.4% | -32.5% | +33.9% | +19.6% |
| 3Y | -7.4% | -12.3% | +4.9% | -10.4% |
| 5Y | -35.9% | -36.6% | +0.7% | -29.8% |
| All | -35.9% | -36.4% | +0.5% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling