-26.8%
AAL vs PEG
+396.9%
-423.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -6.0% |
| 7D | +2.9% | +2.3% | +0.6% | +1.5% |
| 30D | +6.5% | +6.1% | +0.3% | +2.7% |
| 3M | -10.9% | -0.5% | -10.3% | -10.7% |
| 6M | +4.9% | -3.2% | +8.0% | +6.6% |
| YTD | -13.2% | -4.4% | -8.8% | -11.5% |
| 1Y | -1.1% | -7.4% | +6.3% | +2.8% |
| 3Y | +12.8% | +33.9% | -21.2% | -9.1% |
| 5Y | -34.4% | +42.3% | -76.7% | -50.2% |
| 10Y | -67.9% | +166.4% | -234.3% | -84.2% |
| All | -26.8% | +396.9% | -423.7% | -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