-27.6%
AAL vs ES
+638.3%
-665.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +3.5% |
| 7D | +4.6% | +1.9% | +2.7% | +3.5% |
| 30D | +2.6% | +7.1% | -4.5% | -1.4% |
| 3M | -17.8% | -1.9% | -15.8% | -17.2% |
| 6M | +1.9% | +4.4% | -2.5% | -1.3% |
| YTD | -14.0% | +7.3% | -21.3% | -18.7% |
| 1Y | +0.2% | +2.1% | -1.9% | -3.3% |
| 3Y | +13.0% | +41.8% | -28.8% | -13.3% |
| 5Y | -39.6% | +1.4% | -41.0% | -44.9% |
| 10Y | -65.7% | +86.8% | -152.4% | -83.8% |
| All | -27.6% | +638.3% | -665.9% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling