-40.8%
AAL vs PATH
-76.8%
+36.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +4.6% | -5.3% | +9.9% | +6.1% |
| 30D | +2.6% | -0.5% | +3.1% | +2.7% |
| 3M | -17.8% | -7.1% | -10.6% | -17.5% |
| 6M | +1.9% | +23.8% | -22.0% | -6.0% |
| YTD | -14.0% | -20.7% | +6.7% | -12.1% |
| 1Y | +0.2% | -8.1% | +8.3% | -2.9% |
| 3Y | +13.0% | -21.8% | +34.9% | +5.1% |
| All | -40.8% | -76.8% | +36.0% | -30.4% |
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