+1.4%
AAL vs EMR
+15.1%
-13.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +1.0% |
| 7D | -1.3% | +0.9% | -2.2% | -1.9% |
| 30D | -13.7% | -5.0% | -8.8% | -10.8% |
| 3M | -8.2% | +5.9% | -14.1% | -11.8% |
| 6M | +13.1% | +7.3% | +5.8% | +6.6% |
| YTD | -15.6% | +14.6% | -30.1% | -22.3% |
| 1Y | +1.4% | +15.6% | -14.2% | -9.3% |
| All | +1.4% | +15.1% | -13.7% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling