-27.6%
AAL vs IEF
+87.3%
-115.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.3% |
| 7D | -0.1% | -2.0% | +1.9% | -2.7% |
| 30D | +11.7% | +0.7% | +11.0% | +12.5% |
| 3M | -12.5% | -2.5% | -10.1% | -15.7% |
| 6M | +3.6% | -2.6% | +6.2% | -0.8% |
| YTD | -14.1% | -3.2% | -10.9% | -18.8% |
| 1Y | +0.8% | -3.0% | +3.8% | -4.6% |
| 3Y | +11.8% | +10.5% | +1.3% | +27.9% |
| 5Y | -35.1% | -8.2% | -26.9% | -47.7% |
| 10Y | -68.3% | +6.7% | -75.0% | -64.8% |
| All | -27.6% | +87.3% | -115.0% | +145.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling