+2.1%
AAL vs EME
+19.7%
-17.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.7% |
| 7D | -3.7% | +1.9% | -5.6% | -4.3% |
| 30D | -20.8% | -8.3% | -12.5% | -18.8% |
| 3M | -1.3% | -10.7% | +9.5% | +1.8% |
| 6M | +5.4% | +1.9% | +3.5% | +3.1% |
| YTD | -14.4% | +23.5% | -37.8% | -22.9% |
| 1Y | +2.1% | +18.0% | -15.9% | -10.0% |
| All | +2.1% | +19.7% | -17.6% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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