-40.7%
AAL vs PATH
-78.0%
+37.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.7% | -1.4% | -4.2% |
| 7D | +1.2% | -5.6% | +6.8% | +2.7% |
| 30D | -0.5% | -0.7% | +0.1% | -0.4% |
| 3M | -22.0% | -5.9% | -16.2% | -22.0% |
| 6M | +4.5% | +21.6% | -17.1% | -3.1% |
| YTD | -15.7% | -20.6% | +5.0% | -13.8% |
| 1Y | -3.7% | -10.6% | +6.9% | -5.9% |
| 3Y | +7.9% | -24.9% | +32.8% | +1.6% |
| 5Y | -40.7% | -76.8% | +36.1% | -29.9% |
| All | -40.7% | -78.0% | +37.3% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling