-64.8%
AAL vs PBR
+697.0%
-761.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.5% |
| 7D | -0.9% | +5.4% | -6.3% | -2.3% |
| 30D | -12.9% | +22.9% | -35.7% | -17.8% |
| 3M | -11.2% | +19.6% | -30.8% | -16.2% |
| 6M | +17.8% | +16.5% | +1.4% | +10.7% |
| YTD | -15.1% | +86.7% | -101.8% | -31.4% |
| 1Y | +0.5% | +74.7% | -74.3% | -17.5% |
| 3Y | -7.7% | +102.6% | -110.2% | -29.2% |
| 5Y | -31.3% | +566.6% | -597.9% | -67.2% |
| All | -64.8% | +697.0% | -761.8% | -86.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling