-27.8%
AAL vs ES
+642.4%
-670.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.6% |
| 7D | -3.7% | +0.3% | -4.0% | -3.9% |
| 30D | -20.8% | -2.0% | -18.8% | -20.0% |
| 3M | -1.3% | +1.7% | -3.0% | -2.5% |
| 6M | +5.4% | -3.5% | +8.9% | +6.9% |
| YTD | -14.4% | +7.9% | -22.3% | -19.0% |
| 1Y | +2.1% | +17.2% | -15.1% | -9.0% |
| 3Y | -10.6% | +29.3% | -39.9% | -27.7% |
| 5Y | -32.2% | -5.7% | -26.5% | -35.2% |
| 10Y | -62.7% | +85.2% | -147.9% | -82.2% |
| All | -27.8% | +642.4% | -670.2% | -90.5% |
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