-35.9%
AAL vs EME
+544.7%
-580.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +1.3% |
| 7D | -1.3% | +2.7% | -4.0% | -2.5% |
| 30D | -13.7% | -6.8% | -6.9% | -11.3% |
| 3M | -8.2% | -8.8% | +0.7% | -5.6% |
| 6M | +13.1% | +5.0% | +8.1% | +8.1% |
| YTD | -15.6% | +23.5% | -39.1% | -26.2% |
| 1Y | +1.4% | +21.3% | -19.9% | -12.0% |
| 3Y | -7.4% | +241.1% | -248.5% | -59.7% |
| 5Y | -35.9% | +549.2% | -585.1% | -83.5% |
| All | -35.9% | +544.7% | -580.7% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling