-22.5%
AAL vs PEG
+396.1%
-418.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +10.1% | +2.6% | +7.5% | +8.5% |
| 30D | +10.6% | +3.3% | +7.3% | +8.5% |
| 3M | -5.9% | +1.1% | -7.0% | -6.7% |
| 6M | +5.7% | -1.4% | +7.1% | +6.3% |
| YTD | -8.0% | -4.6% | -3.4% | -6.0% |
| 1Y | +6.0% | -7.2% | +13.2% | +10.0% |
| 3Y | +19.6% | +33.7% | -14.2% | -3.6% |
| 5Y | -34.6% | +40.8% | -75.4% | -49.9% |
| 10Y | -65.5% | +162.8% | -228.3% | -82.9% |
| All | -22.5% | +396.1% | -418.5% | -75.3% |
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