-65.2%
AAL vs EWT
+512.3%
-577.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +1.6% |
| 7D | -0.9% | -1.1% | +0.2% | 0.0% |
| 30D | -16.0% | +4.8% | -20.7% | -19.7% |
| 3M | -4.2% | +11.1% | -15.4% | -14.8% |
| 6M | +15.7% | +54.6% | -39.0% | -26.1% |
| YTD | -16.2% | +71.4% | -87.6% | -51.9% |
| 1Y | +0.2% | +82.1% | -81.9% | -46.0% |
| 3Y | -8.1% | +193.2% | -201.3% | -70.1% |
| 5Y | -32.2% | +146.1% | -178.3% | -73.1% |
| All | -65.2% | +512.3% | -577.6% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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