-37.5%
AAL vs PATH
-76.8%
+39.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -16.6% | +17.9% | +5.1% |
| 7D | -3.7% | -16.3% | +12.6% | -0.2% |
| 30D | -20.8% | +9.9% | -30.7% | -23.3% |
| 3M | -1.3% | +30.2% | -31.4% | -8.6% |
| 6M | +5.4% | +37.2% | -31.8% | -5.0% |
| YTD | -14.4% | -7.3% | -7.0% | -15.4% |
| 1Y | +2.1% | +40.0% | -37.9% | -11.7% |
| 3Y | -10.6% | -4.4% | -6.2% | -19.9% |
| 5Y | -32.2% | -76.0% | +43.8% | -31.5% |
| All | -37.5% | -76.8% | +39.3% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling