+14.7%
AAL vs TEM
+53.2%
-38.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.7% | +4.9% | +0.9% |
| 7D | -1.3% | -1.1% | -0.2% | -1.2% |
| 30D | -13.7% | +11.3% | -25.0% | -15.7% |
| 3M | -8.2% | +25.5% | -33.7% | -12.4% |
| 6M | +13.1% | +17.1% | -4.0% | +8.0% |
| YTD | -15.6% | +3.8% | -19.4% | -18.3% |
| 1Y | +1.4% | -24.4% | +25.8% | +2.4% |
| All | +14.7% | +53.2% | -38.5% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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