-25.7%
AAL vs EXE
+187.5%
-213.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.6% |
| 7D | -1.3% | -2.7% | +1.4% | -0.7% |
| 30D | -13.7% | -0.4% | -13.4% | -13.7% |
| 3M | -8.2% | +9.5% | -17.6% | -10.4% |
| 6M | +13.1% | -9.3% | +22.5% | +14.9% |
| YTD | -15.6% | -10.9% | -4.7% | -14.1% |
| 1Y | +1.4% | +4.3% | -2.9% | -2.0% |
| 3Y | -7.4% | +18.8% | -26.2% | -14.6% |
| 5Y | -35.9% | +101.4% | -137.4% | -51.9% |
| All | -25.7% | +187.5% | -213.2% | -55.7% |
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