-0.8%
AAL vs EQT
+9.6%
-10.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.6% |
| 7D | -0.9% | -1.2% | +0.2% | -1.1% |
| 30D | -16.0% | +1.1% | -17.0% | -15.8% |
| 3M | -4.2% | +4.8% | -9.0% | -3.2% |
| 6M | +15.7% | -10.6% | +26.2% | +17.1% |
| YTD | -16.2% | +3.4% | -19.6% | -17.6% |
| All | -0.8% | +9.6% | -10.3% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 1y: compounded portfolio wealth divided by compounded EQT 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…
1y analysis · Full analysis span regression · 6 months rolling