-27.8%
AAL vs EWZ
+172.9%
-200.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.6% |
| 7D | -3.7% | +6.5% | -10.2% | -7.0% |
| 30D | -20.8% | +4.8% | -25.7% | -22.9% |
| 3M | -1.3% | +9.9% | -11.2% | -6.3% |
| 6M | +5.4% | +1.9% | +3.4% | +4.2% |
| YTD | -14.4% | +20.3% | -34.7% | -22.8% |
| 1Y | +2.1% | +35.6% | -33.5% | -14.0% |
| 3Y | -10.6% | +43.4% | -54.0% | -27.7% |
| 5Y | -32.2% | +55.9% | -88.2% | -49.6% |
| 10Y | -62.7% | +84.2% | -146.9% | -77.2% |
| All | -27.8% | +172.9% | -200.8% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling