-68.6%
AAL vs IEF
+7.3%
-75.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.2% |
| 7D | -0.1% | -2.0% | +1.9% | -1.3% |
| 30D | +11.7% | +0.7% | +11.0% | +12.1% |
| 3M | -12.5% | -2.5% | -10.1% | -14.1% |
| 6M | +3.6% | -2.6% | +6.2% | +1.3% |
| YTD | -14.1% | -3.2% | -10.9% | -16.6% |
| 1Y | +0.8% | -3.0% | +3.8% | -2.1% |
| 3Y | +11.8% | +10.5% | +1.3% | +22.7% |
| 5Y | -35.1% | -8.2% | -26.9% | -51.3% |
| All | -68.6% | +7.3% | -75.9% | -66.8% |
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