+0.1%
AAL vs GEHC
+4.1%
-4.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.3% |
| 7D | -1.3% | -7.6% | +6.3% | +2.3% |
| 30D | -13.7% | -10.7% | -3.1% | -9.3% |
| 3M | -8.2% | -1.2% | -6.9% | -8.6% |
| 6M | +13.1% | -13.7% | +26.9% | +19.7% |
| YTD | -15.6% | -20.4% | +4.8% | -7.5% |
| 1Y | +1.4% | -17.0% | +18.5% | +8.6% |
| 3Y | -7.4% | +0.9% | -8.4% | -12.6% |
| All | +0.1% | +4.1% | -4.0% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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