-40.8%
AAL vs EXC
+41.2%
-82.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.4% |
| 7D | +4.6% | -1.2% | +5.8% | +4.9% |
| 30D | +2.6% | +10.0% | -7.4% | +0.5% |
| 3M | -17.8% | +1.6% | -19.4% | -18.1% |
| 6M | +1.9% | +3.3% | -1.4% | +0.9% |
| YTD | -14.0% | +7.6% | -21.6% | -16.0% |
| 1Y | +0.2% | +3.5% | -3.2% | -1.1% |
| 3Y | +13.0% | +27.7% | -14.6% | +2.2% |
| All | -40.8% | +41.2% | -82.0% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling