-66.0%
AAL vs EW
+124.3%
-190.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.9% | -0.2% |
| 7D | -0.3% | -4.4% | +4.1% | +1.5% |
| 30D | -19.0% | -3.3% | -15.7% | -18.0% |
| 3M | -5.1% | +1.0% | -6.1% | -5.5% |
| 6M | +15.5% | +6.2% | +9.3% | +12.5% |
| YTD | -15.8% | +1.7% | -17.5% | -16.6% |
| 1Y | -0.3% | +8.1% | -8.4% | -4.2% |
| 3Y | -7.7% | +17.1% | -24.7% | -20.1% |
| 5Y | -32.5% | -29.4% | -3.2% | -27.4% |
| 10Y | -66.0% | +121.7% | -187.7% | -76.7% |
| All | -66.0% | +124.3% | -190.3% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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