-68.6%
AAL vs EOG
+141.0%
-209.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.6% |
| 7D | -0.1% | +7.6% | -7.7% | -2.6% |
| 30D | +11.7% | +3.4% | +8.3% | +9.9% |
| 3M | -12.5% | +12.7% | -25.3% | -17.0% |
| 6M | +3.6% | +19.0% | -15.4% | -5.3% |
| YTD | -14.1% | +55.6% | -69.7% | -30.9% |
| 1Y | +0.8% | +49.5% | -48.8% | -17.8% |
| 3Y | +11.8% | +43.2% | -31.4% | -8.7% |
| 5Y | -35.1% | +111.8% | -146.9% | -58.5% |
| All | -68.6% | +141.0% | -209.6% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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