-65.2%
AAL vs EWZ
+96.6%
-161.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.3% |
| 7D | -0.9% | +1.1% | -2.1% | -1.5% |
| 30D | -16.0% | +13.5% | -29.4% | -21.2% |
| 3M | -4.2% | +15.2% | -19.5% | -11.1% |
| 6M | +15.7% | +3.7% | +11.9% | +13.3% |
| YTD | -16.2% | +22.5% | -38.7% | -24.8% |
| 1Y | +0.2% | +35.3% | -35.0% | -14.9% |
| 3Y | -8.1% | +50.2% | -58.3% | -26.8% |
| 5Y | -32.2% | +64.6% | -96.8% | -50.3% |
| All | -65.2% | +96.6% | -161.9% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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