+330.6%
AEM vs LUV
+38.8%
+291.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | +8.5% | -14.6% | +23.1% | +10.3% |
| 3M | +29.3% | -5.7% | +35.0% | +29.9% |
| 6M | -12.9% | -8.4% | -4.5% | -12.6% |
| YTD | +16.8% | -5.1% | +21.9% | +16.8% |
| 1Y | +29.8% | +26.6% | +3.2% | +26.7% |
| All | +330.6% | +38.8% | +291.9% | +301.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling