-27.8%
AAL vs MET
+300.7%
-328.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.9% | +2.4% |
| 7D | -3.7% | +1.2% | -4.9% | -4.6% |
| 30D | -20.8% | +1.4% | -22.2% | -21.8% |
| 3M | -1.3% | +17.7% | -19.0% | -12.4% |
| 6M | +5.4% | +35.0% | -29.6% | -14.9% |
| YTD | -14.4% | +26.3% | -40.6% | -27.7% |
| 1Y | +2.1% | +22.8% | -20.7% | -12.5% |
| 3Y | -10.6% | +65.9% | -76.5% | -37.5% |
| 5Y | -32.2% | +85.4% | -117.6% | -55.9% |
| 10Y | -62.7% | +253.7% | -316.4% | -83.9% |
| All | -27.8% | +300.7% | -328.5% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling