-68.6%
AAL vs EME
+905.2%
-973.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.8% |
| 7D | -0.1% | +8.4% | -8.4% | -4.3% |
| 30D | +11.7% | -11.5% | +23.2% | +18.1% |
| 3M | -12.5% | -20.6% | +8.1% | -2.5% |
| 6M | +3.6% | -28.5% | +32.1% | +20.6% |
| YTD | -14.1% | +8.0% | -22.1% | -22.9% |
| 1Y | +0.8% | +6.8% | -6.0% | -9.3% |
| 3Y | +11.8% | +213.9% | -202.1% | -55.1% |
| 5Y | -35.1% | +414.8% | -449.9% | -82.1% |
| All | -68.6% | +905.2% | -973.8% | -94.4% |
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