-2.7%
AAL vs EMB
+128.5%
-131.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +6.7% |
| 7D | +8.3% | +0.8% | +7.4% | +7.4% |
| 30D | +11.0% | +1.5% | +9.5% | +9.3% |
| 3M | -11.2% | -1.9% | -9.2% | -8.8% |
| 6M | +6.1% | -1.6% | +7.7% | +9.0% |
| YTD | -7.6% | 0.0% | -7.6% | -6.4% |
| 1Y | +3.7% | +1.1% | +2.7% | +4.0% |
| 3Y | +20.5% | +30.9% | -10.4% | -8.0% |
| 5Y | -36.4% | +7.1% | -43.5% | -39.6% |
| 10Y | -65.4% | +31.1% | -96.6% | -71.7% |
| All | -2.7% | +128.5% | -131.2% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling