-65.5%
AAL vs EXEL
+363.4%
-428.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | 0.0% |
| 7D | +10.1% | -2.4% | +12.5% | +10.7% |
| 30D | +10.6% | +17.9% | -7.3% | +7.1% |
| 3M | -5.9% | +33.3% | -39.2% | -11.2% |
| 6M | +5.7% | +46.6% | -40.9% | -2.2% |
| YTD | -8.0% | +61.0% | -69.0% | -16.5% |
| 1Y | +6.0% | +70.4% | -64.4% | -4.9% |
| 3Y | +19.6% | +236.1% | -216.5% | -7.3% |
| 5Y | -34.6% | +284.8% | -319.4% | -50.8% |
| 10Y | -65.5% | +348.4% | -413.9% | -75.8% |
| All | -65.5% | +363.4% | -428.9% | -75.8% |
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