-65.2%
AAL vs ELV
+278.2%
-343.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -2.6% |
| 7D | -0.9% | +0.9% | -1.8% | -1.3% |
| 30D | -16.0% | +7.2% | -23.1% | -18.1% |
| 3M | -4.2% | +3.4% | -7.7% | -6.1% |
| 6M | +15.7% | +48.6% | -32.9% | -1.1% |
| YTD | -16.2% | +20.6% | -36.7% | -23.1% |
| 1Y | +0.2% | +38.5% | -38.3% | -13.0% |
| 3Y | -8.1% | -2.4% | -5.7% | -12.4% |
| 5Y | -32.2% | +25.3% | -57.5% | -44.1% |
| All | -65.2% | +278.2% | -343.5% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ELV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling