-66.0%
AAL vs PEG
+161.7%
-227.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.2% |
| 7D | +3.4% | +1.5% | +2.0% | +2.7% |
| 30D | +11.7% | +5.0% | +6.7% | +8.7% |
| 3M | -7.8% | -0.3% | -7.5% | -7.7% |
| 6M | +10.2% | -2.7% | +12.9% | +11.7% |
| YTD | -8.0% | -5.1% | -2.9% | -5.9% |
| 1Y | +8.5% | -8.3% | +16.8% | +13.3% |
| 3Y | +19.5% | +33.0% | -13.5% | -3.0% |
| 5Y | -33.9% | +41.3% | -75.2% | -49.4% |
| 10Y | -66.0% | +164.5% | -230.6% | -80.5% |
| All | -66.0% | +161.7% | -227.7% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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