-35.9%
AAL vs EWZ
+63.8%
-99.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.9% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -13.7% | +8.2% | -21.9% | -16.9% |
| 3M | -8.2% | +13.3% | -21.5% | -13.4% |
| 6M | +13.1% | +3.6% | +9.5% | +11.1% |
| YTD | -15.6% | +21.0% | -36.6% | -22.9% |
| 1Y | +1.4% | +34.7% | -33.3% | -12.1% |
| 3Y | -7.4% | +48.3% | -55.7% | -24.0% |
| 5Y | -35.9% | +60.1% | -96.0% | -51.2% |
| All | -35.9% | +63.8% | -99.7% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling