-65.4%
AAL vs EXPD
+334.2%
-399.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.7% | +4.7% | +5.8% |
| 7D | +8.3% | -5.5% | +13.7% | +11.9% |
| 30D | +11.0% | -1.9% | +12.9% | +12.1% |
| 3M | -11.2% | +6.1% | -17.3% | -14.7% |
| 6M | +6.1% | +21.6% | -15.6% | -6.9% |
| YTD | -7.6% | +27.9% | -35.5% | -22.9% |
| 1Y | +3.7% | +39.4% | -35.7% | -18.4% |
| 3Y | +20.5% | +72.7% | -52.1% | -20.0% |
| 5Y | -36.4% | +60.3% | -96.7% | -56.8% |
| 10Y | -65.4% | +332.6% | -398.0% | -87.7% |
| All | -65.4% | +334.2% | -399.6% | -87.7% |
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