-28.9%
AAL vs PEP
+381.3%
-410.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.2% | -5.3% | -5.3% |
| 7D | +1.2% | +6.7% | -5.5% | -3.9% |
| 30D | -0.5% | +13.5% | -14.1% | -10.4% |
| 3M | -22.0% | +3.9% | -25.9% | -24.8% |
| 6M | +4.5% | -6.0% | +10.5% | +8.4% |
| YTD | -15.7% | +2.5% | -18.1% | -19.6% |
| 1Y | -3.7% | +3.9% | -7.6% | -9.5% |
| 3Y | +7.9% | -4.7% | +12.6% | +4.7% |
| 5Y | -40.7% | +1.1% | -41.8% | -47.0% |
| 10Y | -66.3% | +83.8% | -150.2% | -86.0% |
| All | -28.9% | +381.3% | -410.2% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling