+19.7%
AAL vs TE
+22.4%
-2.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.4% |
| 7D | +3.4% | -22.0% | +25.4% | +5.9% |
| 30D | +11.7% | -33.6% | +45.4% | +15.8% |
| 3M | -7.8% | -61.1% | +53.3% | +0.3% |
| 6M | +10.2% | -64.7% | +75.0% | +18.1% |
| YTD | -8.0% | -68.1% | +60.1% | -2.7% |
| 1Y | +8.5% | -51.7% | +60.2% | +9.0% |
| All | +19.7% | +22.4% | -2.7% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling