+2.1%
AAL vs EXPE
+40.7%
-38.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.7% |
| 7D | -3.7% | -9.5% | +5.8% | -1.1% |
| 30D | -20.8% | -6.6% | -14.2% | -19.4% |
| 3M | -1.3% | +31.4% | -32.7% | -8.6% |
| 6M | +5.4% | +35.2% | -29.8% | -3.6% |
| YTD | -14.4% | +5.8% | -20.2% | -18.5% |
| 1Y | +2.1% | +38.7% | -36.6% | -9.4% |
| All | +2.1% | +40.7% | -38.6% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling