+2.1%
AAL vs PATH
+39.0%
-36.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -16.6% | +17.9% | +3.2% |
| 7D | -3.7% | -16.3% | +12.6% | -1.9% |
| 30D | -20.8% | +9.9% | -30.7% | -22.3% |
| 3M | -1.3% | +30.2% | -31.4% | -5.8% |
| 6M | +5.4% | +37.2% | -31.8% | -0.4% |
| YTD | -14.4% | -7.3% | -7.0% | -15.0% |
| 1Y | +2.1% | +40.0% | -37.9% | -2.7% |
| All | +2.1% | +39.0% | -36.9% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 1y: compounded portfolio wealth divided by compounded PATH 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…
1y analysis · Full analysis span regression · 6 months rolling