-52.9%
AAL vs ET
+1,435.0%
-1,487.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.1% |
| 7D | -3.7% | +0.9% | -4.6% | -4.0% |
| 30D | -20.8% | +7.5% | -28.3% | -22.9% |
| 3M | -1.3% | +11.4% | -12.7% | -5.5% |
| 6M | +5.4% | +18.5% | -13.2% | -1.8% |
| YTD | -14.4% | +37.4% | -51.7% | -24.5% |
| 1Y | +2.1% | +30.9% | -28.8% | -8.6% |
| 3Y | -10.6% | +98.7% | -109.3% | -31.6% |
| 5Y | -32.2% | +230.7% | -262.9% | -56.9% |
| 10Y | -62.7% | +175.6% | -238.3% | -76.7% |
| All | -52.9% | +1,435.0% | -1,487.8% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling