-52.7%
AAL vs ET
+1,310.3%
-1,363.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -0.1% | +2.5% | -2.6% | -0.9% |
| 30D | +11.7% | -2.5% | +14.2% | +12.4% |
| 3M | -12.5% | -4.9% | -7.7% | -11.4% |
| 6M | +3.6% | -0.1% | +3.7% | +2.6% |
| YTD | -14.1% | +26.2% | -40.3% | -22.2% |
| 1Y | +0.8% | +25.2% | -24.4% | -8.6% |
| 3Y | +11.8% | +84.2% | -72.4% | -12.3% |
| 5Y | -35.1% | +216.1% | -251.2% | -58.0% |
| 10Y | -68.3% | +160.7% | -228.9% | -79.7% |
| All | -52.7% | +1,310.3% | -1,363.0% | -92.2% |
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 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