-68.3%
AAL vs EXPE
+126.2%
-194.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.9% |
| 7D | +2.9% | -4.2% | +7.1% | +5.3% |
| 30D | +6.5% | -4.5% | +11.0% | +8.1% |
| 3M | -10.9% | -19.7% | +8.9% | -1.1% |
| 6M | +4.9% | +18.3% | -13.4% | -7.6% |
| YTD | -13.2% | -7.3% | -5.8% | -15.5% |
| 1Y | -1.1% | -3.9% | +2.8% | -6.1% |
| 3Y | +12.8% | +123.0% | -110.2% | -40.5% |
| 5Y | -34.4% | +47.9% | -82.3% | -57.4% |
| All | -68.3% | +126.2% | -194.4% | -88.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling