-24.4%
AAL vs EXE
+165.2%
-189.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -0.1% | +5.3% | -5.4% | -1.1% |
| 30D | +11.7% | -2.2% | +13.9% | +12.1% |
| 3M | -12.5% | -5.9% | -6.7% | -11.7% |
| 6M | +3.6% | -5.7% | +9.3% | +4.1% |
| YTD | -14.1% | -17.8% | +3.7% | -11.3% |
| 1Y | +0.8% | -23.1% | +23.9% | +5.8% |
| 3Y | +11.8% | +21.2% | -9.4% | +2.1% |
| 5Y | -35.1% | +78.8% | -113.9% | -49.3% |
| All | -24.4% | +165.2% | -189.5% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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