-35.2%
AAL vs ESI
+36.5%
-71.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.6% |
| 7D | -0.1% | +5.5% | -5.6% | -3.3% |
| 30D | +11.7% | -7.8% | +19.5% | +16.3% |
| 3M | -12.5% | -15.0% | +2.5% | -4.7% |
| 6M | +3.6% | -24.9% | +28.5% | +19.9% |
| YTD | -14.1% | +33.2% | -47.3% | -37.3% |
| 1Y | +0.8% | +24.9% | -24.2% | -23.1% |
| 3Y | +11.8% | +77.8% | -66.0% | -39.4% |
| All | -35.2% | +36.5% | -71.7% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling