-27.8%
AAL vs EMR
+667.7%
-695.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | -0.3% |
| 7D | -3.7% | -1.5% | -2.2% | -2.4% |
| 30D | -20.8% | -5.6% | -15.2% | -16.8% |
| 3M | -1.3% | +7.9% | -9.2% | -8.4% |
| 6M | +5.4% | +6.0% | -0.6% | -0.9% |
| YTD | -14.4% | +16.4% | -30.8% | -26.5% |
| 1Y | +2.1% | +16.6% | -14.5% | -13.2% |
| 3Y | -10.6% | +62.9% | -73.4% | -45.4% |
| 5Y | -32.2% | +60.1% | -92.3% | -58.7% |
| 10Y | -62.7% | +268.7% | -331.5% | -89.8% |
| All | -27.8% | +667.7% | -695.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling