-65.4%
AAL vs ES
+82.6%
-148.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.9% | +7.6% |
| 7D | +8.3% | -0.1% | +8.3% | +8.2% |
| 30D | +11.0% | +5.7% | +5.3% | +9.3% |
| 3M | -11.2% | -2.8% | -8.4% | -10.6% |
| 6M | +6.1% | +7.0% | -0.9% | +3.9% |
| YTD | -7.6% | +6.8% | -14.4% | -9.8% |
| 1Y | +3.7% | -0.5% | +4.2% | +2.9% |
| 3Y | +20.5% | +47.2% | -26.7% | +5.9% |
| 5Y | -36.4% | +2.3% | -38.6% | -38.6% |
| 10Y | -65.4% | +85.6% | -151.1% | -68.7% |
| All | -65.4% | +82.6% | -148.0% | -68.7% |
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