-36.4%
AAL vs EXE
+64.7%
-101.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.6% | +5.8% | +7.1% |
| 7D | +8.3% | -3.9% | +12.2% | +9.0% |
| 30D | +11.0% | -2.6% | +13.5% | +11.4% |
| 3M | -11.2% | -6.9% | -4.3% | -10.3% |
| 6M | +6.1% | -9.3% | +15.4% | +7.2% |
| YTD | -7.6% | -20.7% | +13.1% | -4.2% |
| 1Y | +3.7% | -21.8% | +25.6% | +7.7% |
| 3Y | +20.5% | +16.2% | +4.3% | +11.9% |
| 5Y | -36.4% | +61.1% | -97.5% | -45.4% |
| All | -36.4% | +64.7% | -101.1% | -45.4% |
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