-8.2%
AAL vs IEF
+10.0%
-18.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -1.3% | -0.3% | -1.0% | -1.1% |
| 30D | -13.7% | -0.6% | -13.2% | -13.4% |
| 3M | -8.2% | -1.0% | -7.2% | -7.5% |
| 6M | +13.1% | -3.1% | +16.2% | +14.3% |
| YTD | -15.6% | -1.9% | -13.7% | -14.7% |
| 1Y | +1.4% | -1.4% | +2.8% | +2.5% |
| All | -8.2% | +10.0% | -18.2% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling