-66.0%
AAL vs TER
+1,753.0%
-1,818.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -3.4% |
| 7D | -0.3% | +11.0% | -11.3% | -4.7% |
| 30D | -19.0% | -1.9% | -17.1% | -19.0% |
| 3M | -5.1% | -0.7% | -4.4% | -9.6% |
| 6M | +15.5% | +36.4% | -20.9% | -8.5% |
| YTD | -15.8% | +92.4% | -108.2% | -44.6% |
| 1Y | -0.3% | +213.5% | -213.8% | -49.7% |
| 3Y | -7.7% | +277.2% | -284.9% | -60.5% |
| 5Y | -32.5% | +219.1% | -251.6% | -70.3% |
| 10Y | -66.0% | +1,744.2% | -1,810.2% | -93.9% |
| All | -66.0% | +1,753.0% | -1,818.9% | -93.9% |
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