-68.6%
AAL vs EL
+62.2%
-130.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.6% |
| 7D | -0.1% | +1.5% | -1.6% | -0.7% |
| 30D | +11.7% | +10.0% | +1.7% | +6.8% |
| 3M | -12.5% | +28.4% | -41.0% | -23.4% |
| 6M | +3.6% | +37.1% | -33.4% | -12.5% |
| YTD | -14.1% | +7.8% | -21.9% | -20.7% |
| 1Y | +0.8% | +26.0% | -25.3% | -14.3% |
| 3Y | +11.8% | +3.8% | +8.0% | -4.5% |
| 5Y | -35.1% | -65.2% | +30.1% | +2.3% |
| All | -68.6% | +62.2% | -130.8% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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