-68.6%
AAL vs PEG
+171.2%
-239.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.9% |
| 7D | -0.1% | +4.5% | -4.6% | -2.6% |
| 30D | +11.7% | +7.5% | +4.2% | +7.2% |
| 3M | -12.5% | +0.8% | -13.4% | -13.1% |
| 6M | +3.6% | 0.0% | +3.6% | +3.3% |
| YTD | -14.1% | -3.0% | -11.0% | -13.2% |
| 1Y | +0.8% | -4.7% | +5.5% | +2.8% |
| 3Y | +11.8% | +36.5% | -24.7% | -10.6% |
| 5Y | -35.1% | +44.4% | -79.4% | -50.9% |
| All | -68.6% | +171.2% | -239.8% | -82.2% |
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