-58.6%
AAL vs PAYC
+1,328.5%
-1,387.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.1% | +4.9% | -4.9% | -1.6% |
| 30D | +11.7% | +4.1% | +7.6% | +10.2% |
| 3M | -12.5% | +11.5% | -24.0% | -15.8% |
| 6M | +3.6% | +85.3% | -81.7% | -17.0% |
| YTD | -14.1% | +57.3% | -71.4% | -28.4% |
| 1Y | +0.8% | +52.6% | -51.8% | -15.2% |
| 3Y | +11.8% | +48.3% | -36.5% | -6.9% |
| 5Y | -35.1% | -47.8% | +12.7% | -28.9% |
| 10Y | -68.3% | +515.9% | -584.1% | -80.8% |
| All | -58.6% | +1,328.5% | -1,387.1% | -77.4% |
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