-27.6%
AAL vs ETR
+597.6%
-625.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -0.1% | +1.2% | -1.2% | -0.6% |
| 30D | +11.7% | +7.0% | +4.7% | +8.2% |
| 3M | -12.5% | +4.6% | -17.2% | -14.5% |
| 6M | +3.6% | +0.1% | +3.5% | +3.2% |
| YTD | -14.1% | +23.2% | -37.3% | -23.5% |
| 1Y | +0.8% | +20.6% | -19.8% | -9.4% |
| 3Y | +11.8% | +156.3% | -144.5% | -33.9% |
| 5Y | -35.1% | +159.6% | -194.7% | -62.9% |
| 10Y | -68.3% | +377.1% | -445.3% | -88.1% |
| All | -27.6% | +597.6% | -625.2% | -80.3% |
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 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