-32.8%
AAL vs TER
+197.9%
-230.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.3% | -0.9% |
| 7D | -3.7% | +0.6% | -4.4% | -4.0% |
| 30D | -20.8% | -8.3% | -12.5% | -18.7% |
| 3M | -1.3% | -12.2% | +10.9% | -1.3% |
| 6M | +5.4% | +17.1% | -11.7% | -9.9% |
| YTD | -14.4% | +84.7% | -99.0% | -41.8% |
| 1Y | +2.1% | +199.9% | -197.8% | -46.6% |
| 3Y | -10.6% | +232.8% | -243.3% | -59.7% |
| All | -32.8% | +197.9% | -230.7% | -68.6% |
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