-27.8%
AAL vs PAAS
+275.0%
-302.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.5% |
| 7D | -3.7% | -2.9% | -0.8% | -3.5% |
| 30D | -20.8% | +6.8% | -27.6% | -21.4% |
| 3M | -1.3% | -2.9% | +1.6% | -1.3% |
| 6M | +5.4% | -16.4% | +21.8% | +6.6% |
| YTD | -14.4% | 0.0% | -14.4% | -15.1% |
| 1Y | +2.1% | +54.3% | -52.2% | -2.9% |
| 3Y | -10.6% | +230.7% | -241.2% | -21.7% |
| 5Y | -32.2% | +111.6% | -143.9% | -39.2% |
| 10Y | -62.7% | +211.7% | -274.4% | -68.4% |
| All | -27.8% | +275.0% | -302.8% | -52.7% |
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