+24.1%
AAL vs ETHA
-27.9%
+52.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +0.5% |
| 7D | -0.9% | +3.5% | -4.4% | -1.7% |
| 30D | -12.9% | +35.3% | -48.2% | -18.9% |
| 3M | -11.2% | +50.9% | -62.1% | -19.7% |
| 6M | +17.8% | +22.1% | -4.3% | +11.4% |
| YTD | -15.1% | -14.6% | -0.6% | -14.2% |
| 1Y | +0.5% | -42.8% | +43.3% | +10.7% |
| All | +24.1% | -27.9% | +52.1% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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