+14.5%
AAL vs TEM
+60.7%
-46.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -0.3% | +3.2% | -3.6% | -0.8% |
| 30D | -19.0% | +23.5% | -42.5% | -22.1% |
| 3M | -5.1% | +32.3% | -37.4% | -10.2% |
| 6M | +15.5% | +23.0% | -7.5% | +9.5% |
| YTD | -15.8% | +8.9% | -24.7% | -19.1% |
| 1Y | -0.3% | -19.9% | +19.5% | -0.2% |
| All | +14.5% | +60.7% | -46.3% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling