-32.6%
AAL vs HYG
+18.4%
-51.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | -0.9% | -0.7% | -0.2% | +1.2% |
| 30D | -12.9% | -0.7% | -12.1% | -10.9% |
| 3M | -11.2% | -0.2% | -11.0% | -10.3% |
| 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% | -5.7% |
| 3Y | -7.7% | +25.6% | -33.3% | -45.9% |
| All | -32.6% | +18.4% | -51.0% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling