-32.5%
AAL vs EXE
+106.6%
-139.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -0.3% | -1.8% | +1.5% | 0.0% |
| 30D | -19.0% | +6.4% | -25.4% | -20.1% |
| 3M | -5.1% | +9.2% | -14.3% | -7.0% |
| 6M | +15.5% | -7.0% | +22.5% | +16.6% |
| YTD | -15.8% | -9.5% | -6.3% | -14.7% |
| 1Y | -0.3% | +6.2% | -6.5% | -3.6% |
| 3Y | -7.7% | +20.7% | -28.4% | -14.2% |
| 5Y | -32.5% | +103.6% | -136.2% | -44.3% |
| All | -32.5% | +106.6% | -139.1% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling