-27.6%
AAL vs EXC
+159.1%
-186.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +3.0% |
| 7D | +4.6% | -1.2% | +5.8% | +5.3% |
| 30D | +2.6% | +10.0% | -7.4% | -2.7% |
| 3M | -17.8% | +1.6% | -19.4% | -18.6% |
| 6M | +1.9% | +3.3% | -1.4% | -0.6% |
| YTD | -14.0% | +7.6% | -21.6% | -18.8% |
| 1Y | +0.2% | +3.5% | -3.2% | -3.4% |
| 3Y | +13.0% | +27.7% | -14.6% | -6.7% |
| 5Y | -39.6% | +41.1% | -80.7% | -54.3% |
| 10Y | -65.7% | +178.2% | -243.9% | -83.9% |
| All | -27.6% | +159.1% | -186.7% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling