-51.6%
AAL vs TEL
+723.0%
-774.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -3.7% | +3.0% | -6.7% | -6.4% |
| 30D | -20.8% | -3.9% | -16.9% | -18.4% |
| 3M | -1.3% | -5.1% | +3.8% | +2.3% |
| 6M | +5.4% | +0.6% | +4.8% | +2.6% |
| YTD | -14.4% | -7.3% | -7.1% | -11.9% |
| 1Y | +2.1% | +1.1% | +1.0% | -3.6% |
| 3Y | -10.6% | +63.7% | -74.2% | -45.7% |
| 5Y | -32.2% | +50.7% | -82.9% | -55.7% |
| 10Y | -62.7% | +290.2% | -352.9% | -89.2% |
| All | -51.6% | +723.0% | -774.7% | -93.2% |
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