-27.8%
AAL vs PEP
+364.2%
-392.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.8% |
| 7D | -3.7% | -1.4% | -2.3% | -2.6% |
| 30D | -20.8% | +0.2% | -21.0% | -21.0% |
| 3M | -1.3% | -1.1% | -0.2% | -1.1% |
| 6M | +5.4% | -13.5% | +18.9% | +17.2% |
| YTD | -14.4% | -1.2% | -13.2% | -15.6% |
| 1Y | +2.1% | -1.6% | +3.7% | 0.0% |
| 3Y | -10.6% | -12.5% | +2.0% | -6.6% |
| 5Y | -32.2% | +3.0% | -35.2% | -40.8% |
| 10Y | -62.7% | +73.9% | -136.6% | -83.6% |
| All | -27.8% | +364.2% | -392.0% | -89.0% |
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