-64.8%
AAL vs ET
+177.0%
-241.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.6% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | -12.9% | +2.9% | -15.7% | -13.9% |
| 3M | -11.2% | +16.8% | -28.0% | -17.2% |
| 6M | +17.8% | +18.9% | -1.0% | +8.3% |
| YTD | -15.1% | +37.7% | -52.8% | -27.1% |
| 1Y | +0.5% | +32.4% | -32.0% | -12.4% |
| 3Y | -7.7% | +99.5% | -107.2% | -33.2% |
| 5Y | -31.3% | +244.0% | -275.3% | -60.7% |
| All | -64.8% | +177.0% | -241.8% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling