+25.0%
AAL vs TEM
+98.6%
-73.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | +3.4% | +5.1% | -1.6% | +2.7% |
| 30D | +11.7% | +16.8% | -5.1% | +9.0% |
| 3M | -7.8% | +42.6% | -50.4% | -13.9% |
| 6M | +10.2% | +63.9% | -53.7% | -0.2% |
| YTD | -8.0% | +34.5% | -42.5% | -15.1% |
| 1Y | +8.5% | +11.0% | -2.5% | +3.1% |
| All | +25.0% | +98.6% | -73.6% | +2.1% |
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