-58.7%
AAL vs PAYC
+1,229.9%
-1,288.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.9% | +2.4% |
| 7D | -3.7% | -2.9% | -0.9% | -2.9% |
| 30D | -20.8% | +32.8% | -53.6% | -28.5% |
| 3M | -1.3% | +69.3% | -70.6% | -18.0% |
| 6M | +5.4% | +74.0% | -68.6% | -14.5% |
| YTD | -14.4% | +46.4% | -60.8% | -26.7% |
| 1Y | +2.1% | +4.2% | -2.1% | -2.7% |
| 3Y | -10.6% | -19.7% | +9.2% | -12.2% |
| 5Y | -32.2% | -52.0% | +19.8% | -23.9% |
| 10Y | -62.7% | +356.9% | -419.6% | -76.1% |
| All | -58.7% | +1,229.9% | -1,288.5% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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