+13.0%
AAL vs EMB
+28.8%
-15.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +4.6% | -0.1% | +4.7% | +5.0% |
| 30D | +2.6% | +1.3% | +1.3% | -0.6% |
| 3M | -17.8% | -2.2% | -15.5% | -12.3% |
| 6M | +1.9% | -2.3% | +4.2% | +9.8% |
| YTD | -14.0% | -0.6% | -13.4% | -10.4% |
| 1Y | +0.2% | +0.5% | -0.2% | +2.1% |
| 3Y | +13.0% | +29.4% | -16.4% | -23.9% |
| All | +13.0% | +28.8% | -15.8% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling