-40.8%
AAL vs EW
-14.5%
-26.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.5% |
| 7D | +4.6% | +11.0% | -6.4% | +0.7% |
| 30D | +2.6% | +19.1% | -16.5% | -3.6% |
| 3M | -17.8% | +14.4% | -32.1% | -21.8% |
| 6M | +1.9% | +22.8% | -20.9% | -5.5% |
| YTD | -14.0% | +19.8% | -33.8% | -19.7% |
| 1Y | +0.2% | +23.9% | -23.7% | -7.5% |
| 3Y | +13.0% | +52.2% | -39.2% | -12.6% |
| All | -40.8% | -14.5% | -26.3% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling