-66.0%
AAL vs EXC
+154.0%
-220.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.0% |
| 7D | -0.3% | +1.2% | -1.5% | -0.9% |
| 30D | -19.0% | -2.7% | -16.3% | -18.1% |
| 3M | -5.1% | -1.0% | -4.1% | -5.0% |
| 6M | +15.5% | -9.3% | +24.7% | +19.8% |
| YTD | -15.8% | +3.6% | -19.4% | -18.1% |
| 1Y | -0.3% | +5.9% | -6.2% | -4.2% |
| 3Y | -7.7% | +21.3% | -28.9% | -19.3% |
| 5Y | -32.5% | +46.2% | -78.7% | -47.8% |
| 10Y | -66.0% | +151.5% | -217.4% | -79.1% |
| All | -66.0% | +154.0% | -220.0% | -79.1% |
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