-6.2%
AAL vs TER
+249.3%
-255.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.3% | -0.6% |
| 7D | -3.7% | +0.6% | -4.4% | -4.0% |
| 30D | -20.8% | -8.3% | -12.5% | -18.9% |
| 3M | -1.3% | -12.2% | +10.9% | -1.2% |
| 6M | +5.4% | +17.1% | -11.7% | -8.5% |
| YTD | -14.4% | +84.7% | -99.0% | -39.7% |
| 1Y | +2.1% | +199.9% | -197.8% | -43.6% |
| All | -6.2% | +249.3% | -255.5% | -58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling