-27.6%
AAL vs EXR
+2,342.4%
-2,370.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.3% |
| 7D | +4.6% | +5.2% | -0.6% | +1.2% |
| 30D | +2.6% | +20.9% | -18.3% | -9.5% |
| 3M | -17.8% | +7.7% | -25.5% | -21.7% |
| 6M | +1.9% | +13.2% | -11.3% | -6.6% |
| YTD | -14.0% | +26.5% | -40.5% | -26.9% |
| 1Y | +0.2% | +27.2% | -27.0% | -15.3% |
| 3Y | +13.0% | +71.5% | -58.5% | -25.9% |
| 5Y | -39.6% | +0.4% | -40.0% | -45.4% |
| 10Y | -65.7% | +225.2% | -290.9% | -89.0% |
| All | -27.6% | +2,342.4% | -2,370.0% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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