-6.2%
AAL vs EIX
-3.4%
-2.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -3.7% | -19.1% | +15.4% | +1.0% |
| 30D | -20.8% | -16.9% | -3.9% | -17.9% |
| 3M | -1.3% | -20.0% | +18.7% | +3.3% |
| 6M | +5.4% | -21.3% | +26.7% | +10.8% |
| YTD | -14.4% | -1.7% | -12.6% | -18.1% |
| 1Y | +2.1% | +9.6% | -7.5% | -7.0% |
| All | -6.2% | -3.4% | -2.8% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling