-32.6%
AAL vs LYB
-4.6%
-28.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.6% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -12.9% | +2.5% | -15.3% | -14.0% |
| 3M | -11.2% | +1.4% | -12.6% | -12.8% |
| 6M | +17.8% | -3.5% | +21.3% | +11.7% |
| YTD | -15.1% | +52.0% | -67.1% | -40.9% |
| 1Y | +0.5% | +22.1% | -21.6% | -19.8% |
| 3Y | -7.7% | -22.8% | +15.1% | -2.9% |
| All | -32.6% | -4.6% | -28.0% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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