-64.8%
AAL vs HYG
+56.1%
-120.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | -0.9% | -0.7% | -0.2% | +1.1% |
| 30D | -12.9% | -0.7% | -12.1% | -11.0% |
| 3M | -11.2% | -0.2% | -11.0% | -10.4% |
| 6M | +17.8% | +1.4% | +16.4% | +14.6% |
| YTD | -15.1% | +1.5% | -16.6% | -17.3% |
| 1Y | +0.5% | +2.9% | -2.4% | -5.6% |
| 3Y | -7.7% | +25.6% | -33.3% | -47.5% |
| 5Y | -31.3% | +18.6% | -49.9% | -52.3% |
| All | -64.8% | +56.1% | -120.8% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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