-51.5%
AAL vs TEL
+753.4%
-804.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.5% |
| 7D | -0.1% | +4.5% | -4.6% | -3.7% |
| 30D | +11.7% | +2.9% | +8.8% | +8.8% |
| 3M | -12.5% | +1.1% | -13.7% | -14.2% |
| 6M | +3.6% | +5.0% | -1.4% | -2.0% |
| YTD | -14.1% | -3.9% | -10.2% | -14.7% |
| 1Y | +0.8% | -7.4% | +8.2% | +2.6% |
| 3Y | +11.8% | +81.0% | -69.2% | -37.9% |
| 5Y | -35.1% | +42.3% | -77.4% | -55.4% |
| 10Y | -68.3% | +284.8% | -353.1% | -90.8% |
| All | -51.5% | +753.4% | -804.9% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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