-27.8%
AAL vs ETN
+2,133.5%
-2,161.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.2% | -1.5% |
| 7D | -3.7% | +2.0% | -5.7% | -5.3% |
| 30D | -20.8% | -7.9% | -12.9% | -15.7% |
| 3M | -1.3% | -1.6% | +0.3% | -3.1% |
| 6M | +5.4% | +16.9% | -11.5% | -11.4% |
| YTD | -14.4% | +30.1% | -44.4% | -34.8% |
| 1Y | +2.1% | +19.3% | -17.2% | -17.3% |
| 3Y | -10.6% | +82.5% | -93.1% | -53.1% |
| 5Y | -32.2% | +166.8% | -199.1% | -75.0% |
| 10Y | -62.7% | +649.7% | -712.4% | -94.4% |
| All | -27.8% | +2,133.5% | -2,161.4% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling