-31.4%
AAL vs EMR
+63.5%
-94.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | -0.1% |
| 7D | -3.7% | -1.5% | -2.2% | -2.6% |
| 30D | -20.8% | -5.6% | -15.2% | -17.4% |
| 3M | -1.3% | +7.9% | -9.2% | -7.2% |
| 6M | +5.4% | +6.0% | -0.6% | +0.2% |
| YTD | -14.4% | +16.4% | -30.8% | -24.4% |
| 1Y | +2.1% | +16.6% | -14.5% | -10.7% |
| 3Y | -10.6% | +62.9% | -73.4% | -40.6% |
| All | -31.4% | +63.5% | -94.8% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling