-68.6%
AAL vs MET
+197.3%
-265.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.8% | -1.7% |
| 7D | -0.1% | +4.5% | -4.5% | -3.8% |
| 30D | +11.7% | +3.5% | +8.2% | +8.6% |
| 3M | -12.5% | +5.9% | -18.5% | -17.0% |
| 6M | +3.6% | +33.1% | -29.4% | -20.7% |
| YTD | -14.1% | +33.6% | -47.7% | -34.7% |
| 1Y | +0.8% | +32.7% | -31.9% | -23.0% |
| 3Y | +11.8% | +85.0% | -73.2% | -37.7% |
| 5Y | -35.1% | +85.6% | -120.7% | -64.1% |
| All | -68.6% | +197.3% | -265.9% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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