+157.0%
EWY vs AAL
+12.6%
+144.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | +4.2% | -0.1% | +4.3% | +4.2% |
| 30D | -10.7% | +11.7% | -22.4% | -13.3% |
| 3M | -20.1% | -12.5% | -7.5% | -17.4% |
| 6M | -24.3% | +3.6% | -27.9% | -25.1% |
| YTD | +46.9% | -14.1% | +61.0% | +48.9% |
| 1Y | +55.2% | +0.8% | +54.4% | +52.5% |
| 3Y | +157.0% | +11.8% | +145.2% | +129.5% |
| All | +157.0% | +12.6% | +144.4% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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