-22.2%
AAL vs EXPE
+895.3%
-917.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.5% | +7.5% |
| 7D | +8.3% | -13.3% | +21.6% | +15.7% |
| 30D | +11.0% | -5.5% | +16.5% | +13.2% |
| 3M | -11.2% | -16.5% | +5.3% | -4.4% |
| 6M | +6.1% | +13.1% | -7.0% | -2.6% |
| YTD | -7.6% | -8.0% | +0.4% | -9.1% |
| 1Y | +3.7% | +1.1% | +2.6% | -3.1% |
| 3Y | +20.5% | +131.2% | -110.6% | -30.6% |
| 5Y | -36.4% | +39.8% | -76.2% | -54.1% |
| 10Y | -65.4% | +118.5% | -183.9% | -81.6% |
| All | -22.2% | +895.3% | -917.5% | -87.9% |
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