-22.5%
AAL vs EIX
+180.1%
-202.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +3.4% | -2.5% | +6.0% | +4.9% |
| 30D | +11.7% | +7.7% | +4.0% | +7.4% |
| 3M | -7.8% | -12.9% | +5.1% | -4.0% |
| 6M | +10.2% | -12.7% | +22.9% | +13.8% |
| YTD | -8.0% | +5.5% | -13.5% | -16.1% |
| 1Y | +8.5% | +9.4% | -0.8% | -3.2% |
| 3Y | +19.5% | +9.7% | +9.8% | +2.2% |
| 5Y | -33.9% | +16.9% | -50.8% | -47.1% |
| 10Y | -66.0% | +34.3% | -100.3% | -78.3% |
| All | -22.5% | +180.1% | -202.6% | -78.2% |
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