-29.0%
AAL vs EME
+5,867.9%
-5,896.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -3.3% |
| 7D | -0.3% | +5.2% | -5.5% | -3.6% |
| 30D | -19.0% | -5.4% | -13.7% | -16.5% |
| 3M | -5.1% | -6.1% | +1.0% | -3.8% |
| 6M | +15.5% | +9.7% | +5.8% | +4.5% |
| YTD | -15.8% | +26.6% | -42.4% | -31.8% |
| 1Y | -0.3% | +24.6% | -24.9% | -20.2% |
| 3Y | -7.7% | +249.6% | -257.2% | -67.3% |
| 5Y | -32.5% | +556.6% | -589.1% | -85.2% |
| 10Y | -66.0% | +1,286.6% | -1,352.6% | -95.9% |
| All | -29.0% | +5,867.9% | -5,896.9% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling