+0.8%
AAL vs TER
+41.9%
-41.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | 0.0% |
| 7D | -0.1% | +14.4% | -14.4% | -2.7% |
| 30D | +11.7% | -30.6% | +42.3% | +18.5% |
| 3M | -12.5% | -39.2% | +26.6% | -5.4% |
| 6M | +3.6% | -31.3% | +34.9% | +4.8% |
| YTD | -14.1% | +29.1% | -43.2% | -27.9% |
| 1Y | +0.8% | +47.4% | -46.7% | -18.9% |
| All | +0.8% | +41.9% | -41.1% | -18.9% |
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 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