-27.8%
AAL vs TER
+2,367.2%
-2,395.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.3% | -1.6% |
| 7D | -3.7% | +0.6% | -4.4% | -4.1% |
| 30D | -20.8% | -8.3% | -12.5% | -18.0% |
| 3M | -1.3% | -12.2% | +10.9% | -1.7% |
| 6M | +5.4% | +17.1% | -11.7% | -14.0% |
| YTD | -14.4% | +84.7% | -99.0% | -47.2% |
| 1Y | +2.1% | +199.9% | -197.8% | -53.8% |
| 3Y | -10.6% | +232.8% | -243.3% | -65.0% |
| 5Y | -32.2% | +198.6% | -230.8% | -73.6% |
| 10Y | -62.7% | +1,669.7% | -1,732.5% | -95.9% |
| All | -27.8% | +2,367.2% | -2,395.0% | -96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling