-27.6%
AAL vs OXY
+141.8%
-169.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -0.1% | +4.2% | -4.3% | -1.5% |
| 30D | +11.7% | -4.3% | +16.0% | +12.8% |
| 3M | -12.5% | +2.3% | -14.8% | -14.1% |
| 6M | +3.6% | +5.5% | -1.9% | -1.1% |
| YTD | -14.1% | +44.9% | -59.0% | -28.8% |
| 1Y | +0.8% | +42.6% | -41.8% | -16.2% |
| 3Y | +11.8% | +0.7% | +11.1% | +3.2% |
| 5Y | -35.1% | +96.9% | -132.0% | -57.0% |
| 10Y | -68.3% | +18.8% | -87.0% | -80.2% |
| All | -27.6% | +141.8% | -169.4% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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