-8.8%
AAL vs EME
+237.6%
-246.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -0.9% | +0.9% | -1.9% | -1.3% |
| 30D | -16.0% | -8.4% | -7.6% | -13.5% |
| 3M | -4.2% | -3.6% | -0.6% | -4.1% |
| 6M | +15.7% | +3.6% | +12.1% | +12.3% |
| YTD | -16.2% | +22.5% | -38.7% | -24.4% |
| 1Y | +0.2% | +18.2% | -18.0% | -9.4% |
| All | -8.8% | +237.6% | -246.4% | -50.7% |
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