+2.1%
AAL vs EXC
+2.6%
-0.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.1% |
| 7D | -3.7% | -0.7% | -3.1% | -3.8% |
| 30D | -20.8% | -4.6% | -16.2% | -21.0% |
| 3M | -1.3% | -2.2% | +0.9% | -1.4% |
| 6M | +5.4% | -10.6% | +15.9% | +4.1% |
| YTD | -14.4% | +1.9% | -16.3% | -14.4% |
| 1Y | +2.1% | +3.4% | -1.3% | +0.8% |
| All | +2.1% | +2.6% | -0.5% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling