-64.8%
AAL vs ETR
+296.9%
-361.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -0.9% | -1.8% | +0.9% | -0.3% |
| 30D | -12.9% | -1.8% | -11.1% | -12.4% |
| 3M | -11.2% | -3.6% | -7.6% | -10.2% |
| 6M | +17.8% | +2.6% | +15.2% | +16.0% |
| YTD | -15.1% | +16.0% | -31.2% | -20.4% |
| 1Y | +0.5% | +20.1% | -19.7% | -6.9% |
| 3Y | -7.7% | +143.6% | -151.3% | -36.2% |
| 5Y | -31.3% | +124.4% | -155.7% | -51.7% |
| All | -64.8% | +296.9% | -361.6% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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