-27.8%
AAL vs EXEL
+697.4%
-725.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -3.7% | +8.4% | -12.1% | -5.9% |
| 30D | -20.8% | +4.1% | -24.9% | -21.8% |
| 3M | -1.3% | +12.4% | -13.7% | -4.6% |
| 6M | +5.4% | +41.5% | -36.2% | -4.7% |
| YTD | -14.4% | +34.6% | -49.0% | -21.6% |
| 1Y | +2.1% | +57.9% | -55.8% | -10.9% |
| 3Y | -10.6% | +159.5% | -170.1% | -34.2% |
| 5Y | -32.2% | +198.5% | -230.7% | -52.8% |
| 10Y | -62.7% | +411.4% | -474.1% | -81.7% |
| All | -27.8% | +697.4% | -725.3% | -87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling