-68.6%
AAL vs EIX
+35.3%
-103.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -0.1% | +1.4% | -1.4% | -0.6% |
| 30D | +11.7% | +8.5% | +3.2% | +8.5% |
| 3M | -12.5% | -13.5% | +0.9% | -9.5% |
| 6M | +3.6% | -12.4% | +16.0% | +6.1% |
| YTD | -14.1% | +5.9% | -20.0% | -19.4% |
| 1Y | +0.8% | +7.6% | -6.8% | -6.1% |
| 3Y | +11.8% | +12.8% | -1.0% | -0.4% |
| 5Y | -35.1% | +19.2% | -54.3% | -44.3% |
| All | -68.6% | +35.3% | -103.9% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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