-8.2%
AAL vs PBR
+97.2%
-105.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.2% |
| 7D | -1.3% | +0.3% | -1.6% | -1.3% |
| 30D | -13.7% | +17.5% | -31.3% | -13.8% |
| 3M | -8.2% | +20.9% | -29.1% | -8.3% |
| 6M | +13.1% | +20.2% | -7.1% | +11.1% |
| YTD | -15.6% | +84.3% | -99.9% | -24.2% |
| 1Y | +1.4% | +77.1% | -75.7% | -8.6% |
| All | -8.2% | +97.2% | -105.3% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling