-27.8%
AAL vs ETR
+569.2%
-597.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | -3.7% | +1.4% | -5.2% | -4.5% |
| 30D | -20.8% | +1.0% | -21.8% | -21.3% |
| 3M | -1.3% | -1.3% | 0.0% | -1.0% |
| 6M | +5.4% | +1.9% | +3.5% | +3.6% |
| YTD | -14.4% | +18.2% | -32.5% | -22.2% |
| 1Y | +2.1% | +24.7% | -22.6% | -9.8% |
| 3Y | -10.6% | +150.7% | -161.2% | -46.8% |
| 5Y | -32.2% | +127.0% | -159.2% | -58.6% |
| 10Y | -62.7% | +295.5% | -358.2% | -84.4% |
| All | -27.8% | +569.2% | -597.0% | -79.9% |
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