-0.2%
AAL vs GEHC
+6.6%
-6.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.4% | -0.3% |
| 7D | -0.3% | -5.2% | +4.9% | +2.1% |
| 30D | -19.0% | -7.0% | -12.0% | -16.4% |
| 3M | -5.1% | +3.3% | -8.4% | -7.4% |
| 6M | +15.5% | -10.0% | +25.5% | +19.9% |
| YTD | -15.8% | -18.5% | +2.7% | -8.7% |
| 1Y | -0.3% | -14.4% | +14.1% | +5.2% |
| 3Y | -7.7% | +3.4% | -11.1% | -13.7% |
| All | -0.2% | +6.6% | -6.8% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling