+17.5%
LUV vs AME
+445.1%
-427.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.8% | -0.7% |
| 7D | -1.0% | +1.7% | -2.7% | -2.1% |
| 30D | -12.4% | -6.4% | -5.9% | -8.4% |
| 3M | -11.0% | +7.1% | -18.1% | -15.0% |
| 6M | -5.0% | +8.2% | -13.1% | -9.7% |
| YTD | -3.8% | +18.2% | -22.0% | -13.4% |
| 1Y | +25.9% | +26.7% | -0.8% | +7.8% |
| 3Y | +42.2% | +60.7% | -18.5% | +2.7% |
| 5Y | -10.8% | +91.6% | -102.3% | -43.4% |
| All | +17.5% | +445.1% | -427.6% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling