-65.4%
AAL vs EXC
+176.1%
-241.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.4% | +7.4% |
| 7D | +8.3% | -1.7% | +10.0% | +9.1% |
| 30D | +11.0% | +9.3% | +1.7% | +6.7% |
| 3M | -11.2% | +1.0% | -12.2% | -11.7% |
| 6M | +6.1% | +5.9% | +0.1% | +3.0% |
| YTD | -7.6% | +7.6% | -15.3% | -11.7% |
| 1Y | +3.7% | +2.4% | +1.3% | +1.3% |
| 3Y | +20.5% | +30.2% | -9.7% | +1.7% |
| 5Y | -36.4% | +41.4% | -77.7% | -49.8% |
| 10Y | -65.4% | +183.8% | -249.2% | -79.2% |
| All | -65.4% | +176.1% | -241.5% | -79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling