-66.0%
AAL vs ES
+85.1%
-151.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -0.3% | +1.4% | -1.7% | -0.7% |
| 30D | -19.0% | -1.2% | -17.8% | -18.8% |
| 3M | -5.1% | +5.0% | -10.1% | -6.4% |
| 6M | +15.5% | -2.8% | +18.3% | +16.1% |
| YTD | -15.8% | +8.6% | -24.4% | -18.0% |
| 1Y | -0.3% | +18.9% | -19.2% | -5.8% |
| 3Y | -7.7% | +32.1% | -39.8% | -16.4% |
| 5Y | -32.5% | -5.1% | -27.5% | -33.6% |
| 10Y | -66.0% | +84.2% | -150.1% | -70.3% |
| All | -66.0% | +85.1% | -151.1% | -70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling