-65.1%
AAL vs EMR
+266.1%
-331.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +1.2% |
| 7D | -1.3% | +0.9% | -2.2% | -2.1% |
| 30D | -13.7% | -5.0% | -8.8% | -10.1% |
| 3M | -8.2% | +5.9% | -14.1% | -13.0% |
| 6M | +13.1% | +7.3% | +5.8% | +5.6% |
| YTD | -15.6% | +14.6% | -30.1% | -25.9% |
| 1Y | +1.4% | +15.6% | -14.2% | -12.3% |
| 3Y | -7.4% | +60.2% | -67.6% | -41.3% |
| 5Y | -35.9% | +65.8% | -101.8% | -61.2% |
| 10Y | -65.1% | +277.4% | -342.5% | -88.1% |
| All | -65.1% | +266.1% | -331.2% | -88.1% |
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