-32.2%
AAL vs PBR
+558.3%
-590.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -0.9% |
| 7D | -0.9% | +4.2% | -5.2% | -1.3% |
| 30D | -16.0% | +22.7% | -38.7% | -17.5% |
| 3M | -4.2% | +21.5% | -25.8% | -6.1% |
| 6M | +15.7% | +24.0% | -8.3% | +12.1% |
| YTD | -16.2% | +88.2% | -104.4% | -24.3% |
| 1Y | +0.2% | +74.8% | -74.6% | -8.6% |
| 3Y | -8.1% | +105.1% | -113.2% | -19.1% |
| 5Y | -32.2% | +572.2% | -604.4% | -55.0% |
| All | -32.2% | +558.3% | -590.5% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling