-65.4%
AAL vs TER
+1,026.7%
-1,092.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +12.7% | -5.3% | +2.3% |
| 7D | +8.3% | -5.8% | +14.0% | +10.0% |
| 30D | +11.0% | -38.9% | +49.9% | +33.3% |
| 3M | -11.2% | -35.1% | +24.0% | +2.0% |
| 6M | +6.1% | -31.6% | +37.6% | +12.5% |
| YTD | -7.6% | +27.2% | -34.9% | -30.3% |
| 1Y | +3.7% | +35.2% | -31.5% | -24.4% |
| 3Y | +20.5% | +192.8% | -172.3% | -45.4% |
| 5Y | -36.4% | +72.4% | -108.8% | -64.4% |
| 10Y | -65.4% | +1,001.8% | -1,067.3% | -92.8% |
| All | -65.4% | +1,026.7% | -1,092.2% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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