-65.0%
AAL vs PEG
+148.7%
-213.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +1.0% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -13.7% | -1.7% | -12.0% | -13.0% |
| 3M | -8.2% | -6.8% | -1.4% | -4.6% |
| 6M | +13.1% | -11.4% | +24.5% | +20.8% |
| YTD | -15.6% | -7.2% | -8.4% | -12.5% |
| 1Y | +1.4% | -6.1% | +7.5% | +4.0% |
| 3Y | -7.4% | +31.8% | -39.2% | -24.4% |
| 5Y | -35.9% | +35.6% | -71.5% | -49.6% |
| All | -65.0% | +148.7% | -213.7% | -79.2% |
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