-66.0%
AAL vs PH
+794.6%
-860.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.1% |
| 7D | -0.3% | +0.4% | -0.7% | -0.7% |
| 30D | -19.0% | -10.8% | -8.2% | -10.8% |
| 3M | -5.1% | +8.5% | -13.5% | -12.1% |
| 6M | +15.5% | +3.9% | +11.6% | +10.2% |
| YTD | -15.8% | +9.4% | -25.2% | -23.2% |
| 1Y | -0.3% | +26.8% | -27.1% | -20.4% |
| 3Y | -7.7% | +140.8% | -148.5% | -58.4% |
| 5Y | -32.5% | +253.8% | -286.3% | -78.5% |
| 10Y | -66.0% | +792.3% | -858.3% | -94.5% |
| All | -66.0% | +794.6% | -860.6% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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