+11.8%
AAL vs EXC
+31.9%
-20.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.4% | -1.1% |
| 7D | -0.1% | +1.4% | -1.5% | -0.1% |
| 30D | +11.7% | +8.6% | +3.1% | +11.4% |
| 3M | -12.5% | +2.4% | -14.9% | -12.7% |
| 6M | +3.6% | +6.5% | -2.8% | +3.3% |
| YTD | -14.1% | +9.0% | -23.1% | -14.5% |
| 1Y | +0.8% | +4.6% | -3.8% | +0.5% |
| 3Y | +11.8% | +33.5% | -21.7% | +0.4% |
| All | +11.8% | +31.9% | -20.1% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling