-7.7%
AAL vs MET
+66.4%
-74.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | +0.1% |
| 7D | -0.3% | +1.1% | -1.5% | -1.4% |
| 30D | -19.0% | -2.3% | -16.7% | -17.6% |
| 3M | -5.1% | +13.9% | -19.0% | -15.4% |
| 6M | +15.5% | +34.8% | -19.3% | -11.1% |
| YTD | -15.8% | +23.5% | -39.3% | -30.4% |
| 1Y | -0.3% | +23.4% | -23.7% | -18.0% |
| 3Y | -7.7% | +64.9% | -72.5% | -39.5% |
| All | -7.7% | +66.4% | -74.1% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling