-35.2%
AAL vs ET
+215.7%
-250.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -0.1% | +2.5% | -2.6% | -1.2% |
| 30D | +11.7% | -2.5% | +14.2% | +12.5% |
| 3M | -12.5% | -4.9% | -7.7% | -11.1% |
| 6M | +3.6% | -0.1% | +3.7% | +2.1% |
| YTD | -14.1% | +26.2% | -40.3% | -26.5% |
| 1Y | +0.8% | +25.2% | -24.4% | -13.5% |
| 3Y | +11.8% | +84.2% | -72.4% | -26.3% |
| All | -35.2% | +215.7% | -250.9% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling