-1.1%
AAL vs EXEL
+62.5%
-63.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.2% |
| 7D | +2.9% | +1.6% | +1.3% | +2.4% |
| 30D | +6.5% | +17.4% | -10.9% | +1.1% |
| 3M | -10.9% | +38.6% | -49.5% | -20.5% |
| 6M | +4.9% | +41.2% | -36.3% | -6.9% |
| YTD | -13.2% | +59.3% | -72.5% | -27.5% |
| 1Y | -1.1% | +60.2% | -61.3% | -17.7% |
| All | -1.1% | +62.5% | -63.6% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling