-22.5%
AAL vs EXEL
+853.8%
-876.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | +0.1% |
| 7D | +10.1% | -2.4% | +12.5% | +10.9% |
| 30D | +10.6% | +17.9% | -7.3% | +5.7% |
| 3M | -5.9% | +33.3% | -39.2% | -13.2% |
| 6M | +5.7% | +46.6% | -40.9% | -5.2% |
| YTD | -8.0% | +61.0% | -69.0% | -19.8% |
| 1Y | +6.0% | +70.4% | -64.4% | -9.1% |
| 3Y | +19.6% | +236.1% | -216.5% | -17.8% |
| 5Y | -34.6% | +284.8% | -319.4% | -57.2% |
| 10Y | -65.5% | +348.4% | -413.9% | -81.9% |
| All | -22.5% | +853.8% | -876.2% | -86.9% |
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