-65.2%
AAL vs EIX
+23.9%
-89.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.5% | -6.2% | -3.3% |
| 7D | -0.3% | +0.9% | -1.2% | -0.9% |
| 30D | -19.0% | -13.5% | -5.5% | -16.3% |
| 3M | -5.1% | -15.3% | +10.2% | -1.4% |
| 6M | +15.5% | -15.3% | +30.8% | +19.6% |
| YTD | -15.8% | +2.7% | -18.5% | -20.0% |
| 1Y | -0.3% | +17.4% | -17.8% | -10.8% |
| 3Y | -7.7% | -1.3% | -6.3% | -13.2% |
| 5Y | -32.5% | +27.2% | -59.7% | -43.8% |
| All | -65.2% | +23.9% | -89.1% | -72.1% |
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