-32.2%
AAL vs ETN
+171.0%
-203.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.1% |
| 7D | -0.9% | +3.0% | -4.0% | -2.6% |
| 30D | -16.0% | -10.9% | -5.0% | -10.7% |
| 3M | -4.2% | +9.2% | -13.5% | -10.6% |
| 6M | +15.7% | +13.9% | +1.7% | +3.9% |
| YTD | -16.2% | +29.5% | -45.7% | -30.9% |
| 1Y | +0.2% | +14.2% | -14.0% | -11.0% |
| 3Y | -8.1% | +79.9% | -88.0% | -44.4% |
| 5Y | -32.2% | +175.7% | -207.9% | -72.1% |
| All | -32.2% | +171.0% | -203.2% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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