-22.2%
AAL vs EIX
+181.1%
-203.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +6.7% |
| 7D | +8.3% | +0.7% | +7.5% | +7.9% |
| 30D | +11.0% | +8.8% | +2.2% | +6.1% |
| 3M | -11.2% | -10.9% | -0.3% | -8.6% |
| 6M | +6.1% | -10.3% | +16.4% | +7.6% |
| YTD | -7.6% | +5.8% | -13.5% | -15.9% |
| 1Y | +3.7% | +11.4% | -7.6% | -8.5% |
| 3Y | +20.5% | +11.1% | +9.5% | +2.3% |
| 5Y | -36.4% | +18.5% | -54.9% | -49.6% |
| 10Y | -65.4% | +32.2% | -97.7% | -77.6% |
| All | -22.2% | +181.1% | -203.3% | -78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling