-64.8%
AAL vs EME
+1,362.1%
-1,426.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | -1.2% |
| 7D | -0.9% | +3.5% | -4.4% | -2.9% |
| 30D | -12.9% | -6.3% | -6.5% | -10.1% |
| 3M | -11.2% | -3.8% | -7.4% | -11.3% |
| 6M | +17.8% | +8.5% | +9.3% | +9.1% |
| YTD | -15.1% | +27.8% | -42.9% | -29.5% |
| 1Y | +0.5% | +22.2% | -21.8% | -16.0% |
| 3Y | -7.7% | +253.5% | -261.1% | -64.4% |
| 5Y | -31.3% | +578.6% | -610.0% | -83.6% |
| All | -64.8% | +1,362.1% | -1,426.9% | -94.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling