-27.8%
AAL vs EXC
+147.9%
-175.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.8% |
| 7D | -3.7% | +0.3% | -4.0% | -3.9% |
| 30D | -20.8% | -3.7% | -17.1% | -19.2% |
| 3M | -1.3% | -1.3% | 0.0% | -1.0% |
| 6M | +5.4% | -9.7% | +15.1% | +10.6% |
| YTD | -14.4% | +2.9% | -17.2% | -17.0% |
| 1Y | +2.1% | +4.4% | -2.3% | -2.1% |
| 3Y | -10.6% | +22.2% | -32.8% | -24.6% |
| 5Y | -32.2% | +46.7% | -78.9% | -50.1% |
| 10Y | -62.7% | +155.3% | -218.1% | -81.6% |
| All | -27.8% | +147.9% | -175.7% | -65.4% |
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 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