-29.0%
AAL vs IEF
+90.4%
-119.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.8% |
| 7D | -0.3% | +0.1% | -0.4% | -0.2% |
| 30D | -19.0% | -0.7% | -18.3% | -19.9% |
| 3M | -5.1% | -0.4% | -4.6% | -6.0% |
| 6M | +15.5% | -2.5% | +18.0% | +10.5% |
| YTD | -15.8% | -1.6% | -14.2% | -18.4% |
| 1Y | -0.3% | -1.3% | +1.0% | -3.0% |
| 3Y | -7.7% | +10.1% | -17.8% | +4.5% |
| 5Y | -32.5% | -8.3% | -24.2% | -46.3% |
| 10Y | -66.0% | +4.5% | -70.4% | -63.9% |
| All | -29.0% | +90.4% | -119.5% | +146.5% |
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