-68.6%
AAL vs EMR
+279.2%
-347.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.1% | +2.8% | -2.9% | -2.3% |
| 30D | +11.7% | +3.7% | +8.0% | +8.5% |
| 3M | -12.5% | +2.0% | -14.6% | -14.1% |
| 6M | +3.6% | +22.1% | -18.5% | -12.9% |
| YTD | -14.1% | +27.2% | -41.3% | -31.1% |
| 1Y | +0.8% | +32.0% | -31.3% | -21.8% |
| 3Y | +11.8% | +103.3% | -91.5% | -42.3% |
| 5Y | -35.1% | +88.2% | -123.3% | -64.6% |
| All | -68.6% | +279.2% | -347.8% | -90.2% |
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