-35.9%
AAL vs TE
-43.0%
+7.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.6% |
| 7D | -1.3% | +15.0% | -16.3% | -3.2% |
| 30D | -13.7% | -7.5% | -6.2% | -13.2% |
| 3M | -8.2% | -42.0% | +33.8% | -3.4% |
| 6M | +13.1% | -31.4% | +44.5% | +12.9% |
| YTD | -15.6% | -26.5% | +10.9% | -18.0% |
| 1Y | +1.4% | +153.1% | -151.7% | -21.5% |
| 3Y | -7.4% | -20.7% | +13.2% | -21.5% |
| 5Y | -35.9% | -45.4% | +9.5% | -46.4% |
| All | -35.9% | -43.0% | +7.1% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling