-32.5%
AAL vs ESI
+77.4%
-109.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -2.0% |
| 7D | -0.3% | +5.4% | -5.7% | -3.7% |
| 30D | -19.0% | -4.2% | -14.8% | -16.9% |
| 3M | -5.1% | -9.6% | +4.5% | -1.0% |
| 6M | +15.5% | +18.3% | -2.8% | -2.7% |
| YTD | -15.8% | +45.8% | -61.6% | -40.1% |
| 1Y | -0.3% | +39.2% | -39.5% | -27.3% |
| 3Y | -7.7% | +86.3% | -93.9% | -48.6% |
| 5Y | -32.5% | +76.2% | -108.7% | -60.4% |
| All | -32.5% | +77.4% | -109.9% | -60.4% |
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