-27.8%
AAL vs PEG
+385.1%
-413.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.3% |
| 7D | -3.7% | +0.7% | -4.4% | -4.2% |
| 30D | -20.8% | -2.4% | -18.4% | -19.6% |
| 3M | -1.3% | -4.8% | +3.5% | +1.5% |
| 6M | +5.4% | -10.7% | +16.1% | +12.6% |
| YTD | -14.4% | -6.7% | -7.7% | -11.3% |
| 1Y | +2.1% | -6.8% | +8.9% | +5.4% |
| 3Y | -10.6% | +34.5% | -45.0% | -28.4% |
| 5Y | -32.2% | +35.8% | -68.0% | -47.1% |
| 10Y | -62.7% | +141.7% | -204.5% | -80.6% |
| All | -27.8% | +385.1% | -413.0% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling