-27.6%
AAL vs PH
+2,914.0%
-2,941.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -0.9% | -0.6% |
| 7D | +4.6% | +2.0% | +2.6% | +2.5% |
| 30D | +2.6% | -3.7% | +6.2% | +4.9% |
| 3M | -17.8% | -14.0% | -3.7% | -7.4% |
| 6M | +1.9% | +2.1% | -0.3% | -2.2% |
| YTD | -14.0% | +5.1% | -19.1% | -19.9% |
| 1Y | +0.2% | +10.9% | -10.7% | -11.0% |
| 3Y | +13.0% | +132.9% | -119.9% | -48.7% |
| 5Y | -39.6% | +200.1% | -239.7% | -78.4% |
| 10Y | -65.7% | +783.8% | -849.5% | -95.5% |
| All | -27.6% | +2,914.0% | -2,941.6% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling