-52.8%
AAL vs TE
-53.2%
+0.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.7% | +6.0% | +0.2% |
| 7D | -0.9% | +0.9% | -1.8% | -1.2% |
| 30D | -16.0% | -16.3% | +0.3% | -14.4% |
| 3M | -4.2% | -40.8% | +36.5% | +0.3% |
| 6M | +15.7% | -42.6% | +58.3% | +18.3% |
| YTD | -16.2% | -31.4% | +15.3% | -17.8% |
| 1Y | +0.2% | +144.9% | -144.7% | -21.7% |
| 3Y | -8.1% | -26.0% | +17.9% | -22.6% |
| 5Y | -32.2% | -48.5% | +16.3% | -42.3% |
| All | -52.8% | -53.2% | +0.4% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling