-64.8%
AAL vs EQIX
+246.8%
-311.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +0.8% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | -12.9% | -2.5% | -10.4% | -12.2% |
| 3M | -11.2% | 0.0% | -11.1% | -11.4% |
| 6M | +17.8% | +7.6% | +10.2% | +14.7% |
| YTD | -15.1% | +37.5% | -52.6% | -24.4% |
| 1Y | +0.5% | +32.9% | -32.4% | -9.5% |
| 3Y | -7.7% | +42.8% | -50.4% | -19.5% |
| 5Y | -31.3% | +35.8% | -67.2% | -41.0% |
| All | -64.8% | +246.8% | -311.6% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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