-27.8%
AAL vs EL
+674.3%
-702.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.7% | -0.5% |
| 7D | -3.7% | +0.8% | -4.5% | -4.2% |
| 30D | -20.8% | +19.8% | -40.6% | -29.7% |
| 3M | -1.3% | +25.7% | -27.0% | -14.7% |
| 6M | +5.4% | +5.4% | -0.1% | -0.9% |
| YTD | -14.4% | +0.2% | -14.6% | -19.0% |
| 1Y | +2.1% | +20.4% | -18.3% | -15.0% |
| 3Y | -10.6% | -32.1% | +21.6% | -5.4% |
| 5Y | -32.2% | -67.2% | +35.0% | +12.4% |
| 10Y | -62.7% | +31.7% | -94.5% | -78.5% |
| All | -27.8% | +674.3% | -702.2% | -91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling