-66.0%
AAL vs PEP
+76.2%
-142.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -19.0% | +0.7% | -19.7% | -19.3% |
| 3M | -5.1% | -0.5% | -4.5% | -5.1% |
| 6M | +15.5% | -11.3% | +26.8% | +21.0% |
| YTD | -15.8% | -0.6% | -15.2% | -16.4% |
| 1Y | -0.3% | +1.7% | -2.0% | -2.5% |
| 3Y | -7.7% | -12.5% | +4.8% | -4.7% |
| 5Y | -32.5% | +3.9% | -36.4% | -36.5% |
| 10Y | -66.0% | +76.6% | -142.5% | -73.7% |
| All | -66.0% | +76.2% | -142.2% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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