-63.1%
AAL vs EXPD
+315.7%
-378.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.7% |
| 7D | -3.7% | -1.1% | -2.6% | -3.1% |
| 30D | -20.8% | +4.1% | -24.9% | -22.8% |
| 3M | -1.3% | +17.9% | -19.2% | -11.3% |
| 6M | +5.4% | +29.2% | -23.9% | -11.1% |
| YTD | -14.4% | +27.4% | -41.7% | -28.1% |
| 1Y | +2.1% | +56.8% | -54.7% | -26.3% |
| 3Y | -10.6% | +68.0% | -78.6% | -39.3% |
| 5Y | -32.2% | +61.9% | -94.1% | -54.6% |
| All | -63.1% | +315.7% | -378.8% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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