-7.7%
AAL vs EWT
+199.6%
-207.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.3% |
| 7D | -0.3% | +1.6% | -1.9% | -1.5% |
| 30D | -19.0% | +8.2% | -27.2% | -23.7% |
| 3M | -5.1% | +11.1% | -16.1% | -13.5% |
| 6M | +15.5% | +60.4% | -45.0% | -23.5% |
| YTD | -15.8% | +75.6% | -91.4% | -48.7% |
| 1Y | -0.3% | +91.3% | -91.6% | -43.8% |
| 3Y | -7.7% | +200.3% | -207.9% | -67.0% |
| All | -7.7% | +199.6% | -207.3% | -67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling