-65.5%
AAL vs EMR
+294.2%
-359.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.6% |
| 7D | +10.1% | +0.7% | +9.4% | +9.7% |
| 30D | +10.6% | +3.5% | +7.1% | +7.6% |
| 3M | -5.9% | +5.9% | -11.9% | -10.5% |
| 6M | +5.7% | +19.4% | -13.8% | -9.5% |
| YTD | -8.0% | +27.7% | -35.6% | -26.3% |
| 1Y | +6.0% | +30.9% | -24.9% | -17.1% |
| 3Y | +19.6% | +104.2% | -84.6% | -38.5% |
| 5Y | -34.6% | +89.6% | -124.2% | -64.6% |
| 10Y | -65.5% | +280.0% | -345.5% | -89.1% |
| All | -65.5% | +294.2% | -359.7% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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