-12.0%
LUV vs AME
+82.6%
-94.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.6% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -14.6% | -8.6% | -6.0% | -9.2% |
| 3M | -5.7% | +5.8% | -11.5% | -9.2% |
| 6M | -8.4% | +3.8% | -12.3% | -10.7% |
| YTD | -5.1% | +14.4% | -19.6% | -12.7% |
| 1Y | +26.6% | +25.8% | +0.8% | +9.4% |
| 3Y | +39.7% | +55.2% | -15.5% | +3.2% |
| 5Y | -12.0% | +85.5% | -97.5% | -44.0% |
| All | -12.0% | +82.6% | -94.6% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling