-19.0%
AAL vs EXE
+161.7%
-180.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.8% |
| 7D | +10.1% | -2.2% | +12.3% | +10.5% |
| 30D | +10.6% | -0.3% | +10.9% | +10.5% |
| 3M | -5.9% | -9.3% | +3.4% | -4.2% |
| 6M | +5.7% | -7.2% | +12.9% | +6.5% |
| YTD | -8.0% | -18.9% | +11.0% | -4.7% |
| 1Y | +6.0% | -21.7% | +27.7% | +10.6% |
| 3Y | +19.6% | +21.0% | -1.4% | +9.1% |
| 5Y | -34.6% | +76.0% | -110.6% | -48.7% |
| All | -19.0% | +161.7% | -180.7% | -50.8% |
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