-27.6%
AAL vs EL
+720.6%
-748.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +0.6% |
| 7D | +4.6% | +0.8% | +3.8% | +4.1% |
| 30D | +2.6% | +16.5% | -14.0% | -6.4% |
| 3M | -17.8% | +29.2% | -47.0% | -30.6% |
| 6M | +1.9% | +27.9% | -26.1% | -14.1% |
| YTD | -14.0% | +6.2% | -20.2% | -21.9% |
| 1Y | +0.2% | +27.2% | -26.9% | -18.7% |
| 3Y | +13.0% | +3.2% | +9.8% | -7.2% |
| 5Y | -39.6% | -66.0% | +26.4% | -1.8% |
| 10Y | -65.7% | +58.3% | -124.0% | -82.6% |
| All | -27.6% | +720.6% | -748.1% | -91.8% |
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