-65.1%
AAL vs EXEL
+378.5%
-443.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | -13.7% | +10.1% | -23.9% | -15.4% |
| 3M | -8.2% | +10.1% | -18.2% | -9.9% |
| 6M | +13.1% | +37.7% | -24.6% | +6.3% |
| YTD | -15.6% | +33.1% | -48.7% | -20.3% |
| 1Y | +1.4% | +52.4% | -51.0% | -6.8% |
| 3Y | -7.4% | +163.8% | -171.3% | -24.0% |
| 5Y | -35.9% | +198.5% | -234.5% | -49.0% |
| 10Y | -65.1% | +386.9% | -452.0% | -74.4% |
| All | -65.1% | +378.5% | -443.6% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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