+13.0%
AAL vs EME
+217.7%
-204.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.4% |
| 7D | +2.9% | +11.3% | -8.4% | -0.6% |
| 30D | +6.5% | -14.6% | +21.0% | +11.6% |
| 3M | -10.9% | -20.4% | +9.6% | -4.6% |
| 6M | +4.9% | -28.3% | +33.2% | +15.9% |
| YTD | -13.2% | +8.6% | -21.7% | -19.0% |
| 1Y | -1.1% | +3.2% | -4.3% | -6.1% |
| All | +13.0% | +217.7% | -204.7% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling