-33.5%
AAL vs EQT
+197.4%
-230.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -0.9% | -1.2% | +0.2% | -0.7% |
| 30D | -16.0% | +1.1% | -17.0% | -16.2% |
| 3M | -4.2% | +4.8% | -9.0% | -5.4% |
| 6M | +15.7% | -10.6% | +26.2% | +17.5% |
| YTD | -16.2% | +3.4% | -19.6% | -17.8% |
| 1Y | +0.2% | +8.7% | -8.4% | -3.0% |
| 3Y | -8.1% | +35.0% | -43.0% | -17.0% |
| All | -33.5% | +197.4% | -230.8% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling