-67.1%
AAL vs EXPD
+304.0%
-371.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +3.3% |
| 7D | +4.6% | -7.2% | +11.8% | +9.2% |
| 30D | +2.6% | -3.3% | +5.8% | +4.4% |
| 3M | -17.8% | +3.4% | -21.2% | -19.9% |
| 6M | +1.9% | +22.7% | -20.8% | -11.1% |
| YTD | -14.0% | +24.5% | -38.6% | -27.1% |
| 1Y | +0.2% | +38.6% | -38.4% | -21.0% |
| 3Y | +13.0% | +71.5% | -58.5% | -24.7% |
| 5Y | -39.6% | +56.2% | -95.8% | -58.3% |
| All | -67.1% | +304.0% | -371.1% | -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