+7.7%
AAL vs ES
-1.6%
+9.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.1% | +4.2% | +6.1% |
| 7D | +8.3% | +5.3% | +3.0% | +7.8% |
| 30D | +6.2% | +8.9% | -2.7% | +5.4% |
| 3M | -17.7% | -1.9% | -15.8% | -17.8% |
| 6M | +15.4% | +3.9% | +11.5% | +15.1% |
| YTD | -11.1% | +8.3% | -19.4% | -11.3% |
| 1Y | +7.7% | -0.1% | +7.9% | +9.0% |
| All | +7.7% | -1.6% | +9.3% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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