-65.2%
AAL vs IEF
+4.0%
-69.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -1.2% |
| 7D | -0.9% | -1.2% | +0.3% | -1.7% |
| 30D | -16.0% | -1.5% | -14.5% | -16.8% |
| 3M | -4.2% | -1.7% | -2.6% | -5.5% |
| 6M | +15.7% | -3.5% | +19.2% | +12.0% |
| YTD | -16.2% | -2.6% | -13.5% | -18.2% |
| 1Y | +0.2% | -2.4% | +2.6% | -2.0% |
| 3Y | -8.1% | +8.9% | -17.0% | -1.2% |
| 5Y | -32.2% | -9.2% | -22.9% | -50.8% |
| All | -65.2% | +4.0% | -69.2% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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