+20.5%
AAL vs EXEL
+244.2%
-223.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.1% | +4.3% | +6.7% |
| 7D | +8.3% | +2.3% | +6.0% | +7.8% |
| 30D | +11.0% | +19.8% | -8.9% | +6.6% |
| 3M | -11.2% | +32.7% | -43.8% | -16.7% |
| 6M | +6.1% | +49.0% | -42.9% | -3.1% |
| YTD | -7.6% | +63.7% | -71.3% | -17.6% |
| 1Y | +3.7% | +75.8% | -72.1% | -8.7% |
| 3Y | +20.5% | +241.3% | -220.8% | -3.7% |
| All | +20.5% | +244.2% | -223.7% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling