-36.5%
AAL vs ESI
+224.6%
-261.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | -0.1% |
| 7D | -3.7% | +3.3% | -7.1% | -5.2% |
| 30D | -20.8% | -5.9% | -14.9% | -18.7% |
| 3M | -1.3% | -14.1% | +12.8% | +4.4% |
| 6M | +5.4% | +6.6% | -1.2% | +0.1% |
| YTD | -14.4% | +45.0% | -59.4% | -29.8% |
| 1Y | +2.1% | +41.5% | -39.4% | -15.5% |
| 3Y | -10.6% | +78.8% | -89.3% | -33.5% |
| 5Y | -32.2% | +70.9% | -103.1% | -48.4% |
| 10Y | -62.7% | +317.1% | -379.8% | -79.3% |
| All | -36.5% | +224.6% | -261.2% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling