+7.7%
AAL vs PBR
+74.7%
-67.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -7.0% | +13.3% | +3.2% |
| 7D | +8.3% | -11.0% | +19.3% | +3.2% |
| 30D | +6.2% | -18.8% | +25.0% | -1.7% |
| 3M | -17.7% | +7.8% | -25.5% | -11.2% |
| 6M | +15.4% | -7.6% | +23.0% | +18.3% |
| YTD | -11.1% | +72.7% | -83.7% | +14.3% |
| 1Y | +7.7% | +72.9% | -65.2% | +36.3% |
| All | +7.7% | +74.7% | -67.0% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling