-7.7%
AAL vs EQX
+168.9%
-176.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.1% |
| 7D | -0.9% | -3.2% | +2.3% | -0.7% |
| 30D | -12.9% | +7.8% | -20.6% | -13.4% |
| 3M | -11.2% | +21.3% | -32.5% | -12.7% |
| 6M | +17.8% | -22.4% | +40.3% | +18.4% |
| YTD | -15.1% | -11.3% | -3.8% | -15.4% |
| 1Y | +0.5% | +13.5% | -13.0% | -1.0% |
| 3Y | -7.7% | +162.1% | -169.8% | -12.1% |
| All | -7.7% | +168.9% | -176.6% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling