-66.0%
AAL vs ES
+92.3%
-158.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | +11.7% | +6.7% | +5.0% | +9.8% |
| 3M | -7.8% | +0.3% | -8.1% | -8.0% |
| 6M | +10.2% | +7.4% | +2.8% | +7.9% |
| YTD | -8.0% | +8.4% | -16.4% | -10.5% |
| 1Y | +8.5% | +0.6% | +7.9% | +7.4% |
| 3Y | +19.5% | +50.6% | -31.1% | +4.4% |
| 5Y | -33.9% | +4.8% | -38.7% | -36.6% |
| 10Y | -66.0% | +93.1% | -159.1% | -69.7% |
| All | -66.0% | +92.3% | -158.3% | -69.7% |
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