-34.6%
AAL vs MET
+87.9%
-122.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -1.0% |
| 7D | +10.1% | +1.8% | +8.3% | +8.6% |
| 30D | +10.6% | +4.8% | +5.8% | +6.5% |
| 3M | -5.9% | +6.2% | -12.1% | -10.7% |
| 6M | +5.7% | +33.8% | -28.1% | -18.8% |
| YTD | -8.0% | +33.3% | -41.3% | -29.3% |
| 1Y | +6.0% | +36.3% | -30.3% | -20.2% |
| 3Y | +19.6% | +84.6% | -65.0% | -32.5% |
| 5Y | -34.6% | +87.7% | -122.2% | -63.5% |
| All | -34.6% | +87.9% | -122.5% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling