-28.9%
AAL vs EXPD
+776.3%
-805.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.5% | -0.7% | -1.7% |
| 7D | +1.2% | -4.8% | +6.0% | +4.8% |
| 30D | -0.5% | -1.5% | +1.0% | +0.4% |
| 3M | -22.0% | +4.1% | -26.1% | -24.9% |
| 6M | +4.5% | +24.0% | -19.5% | -12.7% |
| YTD | -15.7% | +27.4% | -43.1% | -32.8% |
| 1Y | -3.7% | +38.4% | -42.0% | -28.2% |
| 3Y | +7.9% | +73.2% | -65.3% | -35.0% |
| 5Y | -40.7% | +59.9% | -100.6% | -63.3% |
| 10Y | -66.3% | +319.9% | -386.3% | -91.3% |
| All | -28.9% | +776.3% | -805.2% | -88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling