-68.6%
AAL vs ETR
+378.9%
-447.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -0.1% | +1.2% | -1.2% | -0.5% |
| 30D | +11.7% | +7.0% | +4.7% | +9.1% |
| 3M | -12.5% | +4.6% | -17.2% | -14.0% |
| 6M | +3.6% | +0.1% | +3.5% | +3.4% |
| YTD | -14.1% | +23.2% | -37.3% | -21.2% |
| 1Y | +0.8% | +20.6% | -19.8% | -6.8% |
| 3Y | +11.8% | +156.3% | -144.5% | -24.2% |
| 5Y | -35.1% | +159.6% | -194.7% | -57.0% |
| All | -68.6% | +378.9% | -447.5% | -79.6% |
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