-35.9%
AAL vs EWT
+152.9%
-188.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -1.3% | +2.1% | -3.4% | -3.1% |
| 30D | -13.7% | +9.4% | -23.1% | -20.4% |
| 3M | -8.2% | +10.9% | -19.0% | -17.6% |
| 6M | +13.1% | +57.9% | -44.8% | -28.6% |
| YTD | -15.6% | +75.9% | -91.5% | -52.4% |
| 1Y | +1.4% | +89.7% | -88.3% | -47.2% |
| 3Y | -7.4% | +200.9% | -208.3% | -71.8% |
| 5Y | -35.9% | +154.5% | -190.4% | -73.5% |
| All | -35.9% | +152.9% | -188.8% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling