-9.8%
AAL vs EMB
+132.1%
-141.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -20.8% | -0.3% | -20.5% | -20.5% |
| 3M | -1.3% | -0.4% | -0.9% | -0.4% |
| 6M | +5.4% | +0.1% | +5.3% | +6.2% |
| YTD | -14.4% | +1.6% | -15.9% | -15.0% |
| 1Y | +2.1% | +5.6% | -3.5% | -3.0% |
| 3Y | -10.6% | +29.8% | -40.4% | -31.4% |
| 5Y | -32.2% | +7.3% | -39.5% | -36.2% |
| 10Y | -62.7% | +30.4% | -93.1% | -69.7% |
| All | -9.8% | +132.1% | -141.9% | -47.1% |
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 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