-35.1%
AAL vs PATH
-79.4%
+44.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.9% | +3.4% | +5.6% |
| 7D | +8.3% | -4.8% | +13.1% | +9.6% |
| 30D | +6.2% | +2.7% | +3.6% | +5.5% |
| 3M | -17.7% | -4.2% | -13.5% | -18.0% |
| 6M | +15.4% | +24.7% | -9.3% | +7.0% |
| YTD | -11.1% | -17.6% | +6.5% | -10.1% |
| 1Y | +7.7% | -5.3% | +13.1% | +4.0% |
| 3Y | +13.8% | -22.0% | +35.8% | +7.1% |
| 5Y | -33.9% | -76.5% | +42.6% | -32.2% |
| All | -35.1% | -79.4% | +44.2% | -31.9% |
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 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