+39.2%
AEM vs LUV
+24.6%
+14.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.6% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +24.0% | -18.4% | +42.4% | +28.6% |
| 3M | +16.1% | -3.2% | +19.3% | +16.1% |
| 6M | -11.6% | -14.8% | +3.2% | -11.4% |
| YTD | +21.5% | -2.9% | +24.4% | +20.9% |
| 1Y | +39.2% | +29.6% | +9.6% | +26.8% |
| All | +39.2% | +24.6% | +14.6% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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