-22.5%
AAL vs ETR
+598.6%
-621.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.2% |
| 7D | +3.4% | +0.1% | +3.4% | +3.5% |
| 30D | +11.7% | +7.7% | +4.0% | +7.8% |
| 3M | -7.8% | +5.7% | -13.5% | -10.3% |
| 6M | +10.2% | -0.3% | +10.5% | +10.1% |
| YTD | -8.0% | +23.4% | -31.4% | -18.2% |
| 1Y | +8.5% | +18.5% | -9.9% | -1.5% |
| 3Y | +19.5% | +155.6% | -136.1% | -29.3% |
| 5Y | -33.9% | +158.7% | -192.6% | -62.2% |
| 10Y | -66.0% | +377.8% | -443.8% | -87.3% |
| All | -22.5% | +598.6% | -621.1% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling