+1.4%
AAL vs EMB
+4.6%
-3.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +1.1% |
| 7D | -1.3% | 0.0% | -1.3% | -1.4% |
| 30D | -13.7% | -0.3% | -13.5% | -12.7% |
| 3M | -8.2% | -0.3% | -7.9% | -6.1% |
| 6M | +13.1% | +0.7% | +12.4% | +12.0% |
| YTD | -15.6% | +1.3% | -16.9% | -16.7% |
| 1Y | +1.4% | +4.7% | -3.3% | -4.1% |
| All | +1.4% | +4.6% | -3.2% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling