+1.2%
AAL vs ESI
+39.7%
-38.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.9% |
| 7D | -0.3% | +5.4% | -5.7% | -2.5% |
| 30D | -19.0% | -4.2% | -14.8% | -17.7% |
| 3M | -5.1% | -9.6% | +4.5% | -2.8% |
| 6M | +15.5% | +18.3% | -2.8% | +2.1% |
| YTD | -15.8% | +45.8% | -61.6% | -34.5% |
| All | +1.2% | +39.7% | -38.5% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling