-32.2%
AAL vs PEG
+35.4%
-67.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -0.9% | -0.9% | 0.0% | -0.6% |
| 30D | -16.0% | -2.8% | -13.2% | -15.0% |
| 3M | -4.2% | -6.9% | +2.7% | -1.4% |
| 6M | +15.7% | -11.4% | +27.1% | +21.6% |
| YTD | -16.2% | -7.4% | -8.8% | -13.8% |
| 1Y | +0.2% | -8.3% | +8.5% | +3.3% |
| 3Y | -8.1% | +31.5% | -39.6% | -20.2% |
| 5Y | -32.2% | +38.0% | -70.1% | -38.8% |
| All | -32.2% | +35.4% | -67.6% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling