-22.2%
AAL vs EW
+2,758.3%
-2,780.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.5% | +4.9% | +6.3% |
| 7D | +8.3% | +12.3% | -4.0% | +3.0% |
| 30D | +11.0% | +22.9% | -11.9% | +1.5% |
| 3M | -11.2% | +16.7% | -27.9% | -17.1% |
| 6M | +6.1% | +31.0% | -24.9% | -5.8% |
| YTD | -7.6% | +22.8% | -30.5% | -15.9% |
| 1Y | +3.7% | +25.6% | -21.8% | -6.5% |
| 3Y | +20.5% | +62.0% | -41.5% | -9.9% |
| 5Y | -36.4% | -12.8% | -23.6% | -37.8% |
| 10Y | -65.4% | +239.8% | -305.2% | -82.7% |
| All | -22.2% | +2,758.3% | -2,780.5% | -91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling