-27.6%
AAL vs EXPE
+895.7%
-923.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.9% | +6.8% | +4.4% |
| 7D | +4.6% | -9.3% | +13.9% | +9.3% |
| 30D | +2.6% | +0.1% | +2.4% | +1.5% |
| 3M | -17.8% | -15.3% | -2.5% | -12.1% |
| 6M | +1.9% | +5.5% | -3.6% | -3.5% |
| YTD | -14.0% | -8.0% | -6.1% | -15.4% |
| 1Y | +0.2% | +18.9% | -18.6% | -14.7% |
| 3Y | +13.0% | +135.5% | -122.5% | -35.6% |
| 5Y | -39.6% | +44.3% | -83.9% | -57.1% |
| 10Y | -65.7% | +117.7% | -183.4% | -81.7% |
| All | -27.6% | +895.7% | -923.2% | -88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling