-65.2%
AAL vs MET
+248.0%
-313.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.7% |
| 7D | -0.9% | -2.5% | +1.5% | +1.2% |
| 30D | -16.0% | 0.0% | -15.9% | -16.1% |
| 3M | -4.2% | +13.1% | -17.3% | -15.0% |
| 6M | +15.7% | +39.0% | -23.3% | -14.7% |
| YTD | -16.2% | +25.2% | -41.4% | -32.3% |
| 1Y | +0.2% | +25.6% | -25.4% | -19.8% |
| 3Y | -8.1% | +67.1% | -75.2% | -43.7% |
| 5Y | -32.2% | +85.1% | -117.3% | -62.4% |
| All | -65.2% | +248.0% | -313.2% | -88.1% |
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