-27.6%
AAL vs PAAS
+200.7%
-228.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.5% | +1.8% |
| 7D | +4.6% | +8.4% | -3.8% | +3.9% |
| 30D | +2.6% | -7.2% | +9.7% | +3.3% |
| 3M | -17.8% | -14.0% | -3.8% | -16.8% |
| 6M | +1.9% | -26.8% | +28.6% | +4.3% |
| YTD | -14.0% | -19.8% | +5.8% | -13.1% |
| 1Y | +0.2% | +22.8% | -22.6% | -2.5% |
| 3Y | +13.0% | +183.6% | -170.6% | +0.5% |
| 5Y | -39.6% | +73.8% | -113.4% | -44.8% |
| 10Y | -65.7% | +185.6% | -251.2% | -70.5% |
| All | -27.6% | +200.7% | -228.2% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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