-35.9%
AAL vs ETR
+122.8%
-158.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | -13.7% | +2.0% | -15.8% | -14.2% |
| 3M | -8.2% | -1.7% | -6.5% | -7.9% |
| 6M | +13.1% | +3.6% | +9.5% | +11.7% |
| YTD | -15.6% | +18.0% | -33.6% | -19.7% |
| 1Y | +1.4% | +26.2% | -24.8% | -5.1% |
| 3Y | -7.4% | +148.0% | -155.4% | -27.9% |
| 5Y | -35.9% | +126.1% | -162.0% | -50.3% |
| All | -35.9% | +122.8% | -158.7% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling