-22.2%
AAL vs MET
+319.8%
-341.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.5% | +4.0% | +5.0% |
| 7D | +8.3% | +1.3% | +6.9% | +7.5% |
| 30D | +11.0% | +4.0% | +7.0% | +8.3% |
| 3M | -11.2% | +4.6% | -15.8% | -13.9% |
| 6M | +6.1% | +32.8% | -26.7% | -13.5% |
| YTD | -7.6% | +32.3% | -39.9% | -24.4% |
| 1Y | +3.7% | +37.1% | -33.4% | -17.3% |
| 3Y | +20.5% | +86.8% | -66.3% | -22.2% |
| 5Y | -36.4% | +87.4% | -123.8% | -58.8% |
| 10Y | -65.4% | +209.9% | -275.4% | -83.7% |
| All | -22.2% | +319.8% | -341.9% | -75.4% |
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