-69.5%
AAL vs HYG
+153.0%
-222.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.6% |
| 7D | -1.3% | -0.2% | -1.1% | -1.0% |
| 30D | -13.7% | -0.1% | -13.6% | -13.5% |
| 3M | -8.2% | +0.7% | -8.9% | -9.1% |
| 6M | +13.1% | +1.5% | +11.6% | +10.7% |
| YTD | -15.6% | +1.9% | -17.5% | -17.9% |
| 1Y | +1.4% | +3.7% | -2.3% | -4.6% |
| 3Y | -7.4% | +26.5% | -33.9% | -39.5% |
| 5Y | -35.9% | +19.0% | -54.9% | -51.2% |
| 10Y | -65.1% | +56.5% | -121.6% | -82.4% |
| All | -69.5% | +153.0% | -222.5% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling