-66.0%
AAL vs EXPE
+155.3%
-221.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.9% | +6.2% | +2.9% |
| 7D | -0.3% | -9.8% | +9.4% | +5.5% |
| 30D | -19.0% | -11.5% | -7.5% | -13.7% |
| 3M | -5.1% | +21.7% | -26.8% | -16.4% |
| 6M | +15.5% | +10.4% | +5.1% | +6.6% |
| YTD | -15.8% | -2.5% | -13.3% | -19.0% |
| 1Y | -0.3% | +27.3% | -27.7% | -20.3% |
| 3Y | -7.7% | +153.5% | -161.2% | -54.6% |
| 5Y | -32.5% | +91.1% | -123.6% | -62.2% |
| 10Y | -66.0% | +153.1% | -219.1% | -87.2% |
| All | -66.0% | +155.3% | -221.3% | -87.2% |
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