-65.5%
AAL vs EL
+60.9%
-126.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +10.1% | +7.6% | +2.4% | +6.5% |
| 30D | +10.6% | +15.7% | -5.1% | +3.1% |
| 3M | -5.9% | +30.5% | -36.5% | -18.3% |
| 6M | +5.7% | +32.5% | -26.9% | -9.3% |
| YTD | -8.0% | +9.4% | -17.4% | -15.7% |
| 1Y | +6.0% | +28.4% | -22.3% | -10.6% |
| 3Y | +19.6% | +4.4% | +15.1% | +1.9% |
| 5Y | -34.6% | -64.5% | +29.9% | +2.0% |
| 10Y | -65.5% | +64.9% | -130.4% | -75.5% |
| All | -65.5% | +60.9% | -126.4% | -75.5% |
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