-27.6%
AAL vs EWT
+892.9%
-920.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -0.1% | +9.1% | -9.2% | -7.4% |
| 30D | +11.7% | -12.2% | +23.9% | +23.2% |
| 3M | -12.5% | -9.4% | -3.1% | -6.6% |
| 6M | +3.6% | +2.7% | +1.0% | -2.7% |
| YTD | -14.1% | +53.3% | -67.4% | -43.9% |
| 1Y | +0.8% | +59.2% | -58.4% | -36.5% |
| 3Y | +11.8% | +157.1% | -145.3% | -54.6% |
| 5Y | -35.1% | +119.6% | -154.7% | -69.0% |
| 10Y | -68.3% | +446.9% | -515.2% | -93.1% |
| All | -27.6% | +892.9% | -920.6% | -91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling