-68.6%
AAL vs EXPD
+335.0%
-403.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.8% |
| 7D | -0.1% | +5.5% | -5.6% | -3.3% |
| 30D | +11.7% | -0.8% | +12.5% | +12.1% |
| 3M | -12.5% | +4.1% | -16.7% | -15.0% |
| 6M | +3.6% | +25.7% | -22.1% | -10.9% |
| YTD | -14.1% | +31.4% | -45.5% | -29.6% |
| 1Y | +0.8% | +42.2% | -41.4% | -21.7% |
| 3Y | +11.8% | +77.2% | -65.4% | -27.0% |
| 5Y | -35.1% | +61.0% | -96.1% | -55.9% |
| All | -68.6% | +335.0% | -403.6% | -88.6% |
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