-26.8%
AAL vs MET
+320.6%
-347.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -4.9% |
| 7D | +2.9% | +2.1% | +0.8% | +1.5% |
| 30D | +6.5% | +1.8% | +4.7% | +5.5% |
| 3M | -10.9% | +6.0% | -16.9% | -14.4% |
| 6M | +4.9% | +31.1% | -26.2% | -13.6% |
| YTD | -13.2% | +32.6% | -45.7% | -29.1% |
| 1Y | -1.1% | +30.5% | -31.6% | -18.3% |
| 3Y | +12.8% | +83.6% | -70.8% | -26.3% |
| 5Y | -34.4% | +84.2% | -118.6% | -56.9% |
| 10Y | -67.9% | +196.6% | -264.5% | -84.5% |
| All | -26.8% | +320.6% | -347.4% | -76.9% |
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