-24.6%
AAL vs EXE
+191.4%
-216.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | -3.7% | -0.3% | -3.5% | -3.7% |
| 30D | -20.8% | +8.5% | -29.3% | -22.4% |
| 3M | -1.3% | +5.5% | -6.7% | -2.8% |
| 6M | +5.4% | -5.9% | +11.3% | +6.1% |
| YTD | -14.4% | -9.7% | -4.6% | -13.1% |
| 1Y | +2.1% | +3.6% | -1.5% | -1.0% |
| 3Y | -10.6% | +18.0% | -28.6% | -17.3% |
| 5Y | -32.2% | +109.4% | -141.6% | -50.0% |
| All | -24.6% | +191.4% | -216.0% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling