+4.8%
AAL vs TER
+47.8%
-43.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.3% | -8.4% | -1.7% |
| 7D | +3.4% | +5.9% | -2.4% | +2.0% |
| 30D | +11.7% | -30.8% | +42.5% | +18.9% |
| 3M | -7.8% | -29.9% | +22.2% | -3.1% |
| 6M | +10.2% | -27.5% | +37.7% | +10.4% |
| YTD | -8.0% | +37.5% | -45.5% | -24.6% |
| All | +4.8% | +47.8% | -43.0% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling