-27.8%
AAL vs EWT
+1,043.9%
-1,071.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.6% | -0.4% |
| 7D | -3.7% | +4.0% | -7.7% | -7.0% |
| 30D | -20.8% | +10.3% | -31.1% | -27.5% |
| 3M | -1.3% | +6.1% | -7.4% | -8.2% |
| 6M | +5.4% | +56.6% | -51.3% | -30.7% |
| YTD | -14.4% | +76.6% | -90.9% | -49.7% |
| 1Y | +2.1% | +97.9% | -95.8% | -46.0% |
| 3Y | -10.6% | +198.0% | -208.5% | -67.5% |
| 5Y | -32.2% | +151.8% | -184.0% | -70.9% |
| 10Y | -62.7% | +514.1% | -576.8% | -92.6% |
| All | -27.8% | +1,043.9% | -1,071.7% | -92.2% |
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