-40.8%
AAL vs TER
+53.6%
-94.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.6% | +1.0% |
| 7D | +4.6% | -20.5% | +25.1% | +12.9% |
| 30D | +2.6% | -47.0% | +49.6% | +28.0% |
| 3M | -17.8% | -43.3% | +25.5% | -1.9% |
| 6M | +1.9% | -42.9% | +44.8% | +14.8% |
| YTD | -14.0% | +12.9% | -26.9% | -32.7% |
| 1Y | +0.2% | +18.2% | -17.9% | -23.7% |
| 3Y | +13.0% | +151.8% | -138.7% | -48.7% |
| All | -40.8% | +53.6% | -94.4% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling