-36.4%
AAL vs EMR
+91.0%
-127.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.4% | +3.0% | +4.0% |
| 7D | +8.3% | +2.1% | +6.1% | +6.7% |
| 30D | +11.0% | +4.8% | +6.2% | +7.3% |
| 3M | -11.2% | +7.5% | -18.6% | -16.0% |
| 6M | +6.1% | +20.9% | -14.8% | -8.7% |
| YTD | -7.6% | +29.2% | -36.8% | -25.2% |
| 1Y | +3.7% | +33.0% | -29.2% | -18.0% |
| 3Y | +20.5% | +109.8% | -89.2% | -36.4% |
| 5Y | -36.4% | +91.9% | -128.3% | -63.5% |
| All | -36.4% | +91.0% | -127.4% | -63.5% |
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