+23.5%
AAL vs ETHA
-30.1%
+53.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.4% |
| 7D | -1.3% | +2.9% | -4.2% | -2.0% |
| 30D | -13.7% | +31.4% | -45.1% | -19.2% |
| 3M | -8.2% | +48.9% | -57.0% | -16.7% |
| 6M | +13.1% | +20.9% | -7.8% | +7.2% |
| YTD | -15.6% | -17.2% | +1.6% | -14.1% |
| 1Y | +1.4% | -42.8% | +44.2% | +11.6% |
| All | +23.5% | -30.1% | +53.6% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling