-28.9%
AAL vs EQT
+233.1%
-262.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -1.3% | -2.0% | +0.7% | -0.7% |
| 30D | -13.7% | +1.0% | -14.8% | -14.0% |
| 3M | -8.2% | +4.0% | -12.2% | -9.9% |
| 6M | +13.1% | -11.7% | +24.8% | +16.0% |
| YTD | -15.6% | +2.8% | -18.4% | -17.8% |
| 1Y | +1.4% | +10.0% | -8.6% | -3.8% |
| 3Y | -7.4% | +34.1% | -41.6% | -20.4% |
| 5Y | -35.9% | +195.3% | -231.2% | -60.5% |
| 10Y | -65.1% | +51.6% | -116.7% | -77.1% |
| All | -28.9% | +233.1% | -262.0% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling