-29.0%
AAL vs PBR
+453.0%
-482.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -2.6% |
| 7D | -0.3% | +2.5% | -2.8% | -1.0% |
| 30D | -19.0% | +19.4% | -38.4% | -22.8% |
| 3M | -5.1% | +20.8% | -25.9% | -10.4% |
| 6M | +15.5% | +23.5% | -8.0% | +7.3% |
| YTD | -15.8% | +83.4% | -99.2% | -30.1% |
| 1Y | -0.3% | +77.6% | -77.9% | -16.8% |
| 3Y | -7.7% | +99.9% | -107.5% | -26.7% |
| 5Y | -32.5% | +567.7% | -600.2% | -63.5% |
| 10Y | -66.0% | +621.5% | -687.5% | -84.0% |
| All | -29.0% | +453.0% | -482.1% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling