-65.2%
AAL vs PHM
+557.7%
-622.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.5% |
| 7D | -0.9% | -6.4% | +5.4% | +2.7% |
| 30D | -16.0% | -12.1% | -3.9% | -9.8% |
| 3M | -4.2% | -1.5% | -2.7% | -3.2% |
| 6M | +15.7% | -6.0% | +21.7% | +20.0% |
| YTD | -16.2% | -0.3% | -15.9% | -16.2% |
| 1Y | +0.2% | -13.3% | +13.6% | +7.8% |
| 3Y | -8.1% | +47.6% | -55.7% | -29.3% |
| 5Y | -32.2% | +154.7% | -186.9% | -62.8% |
| All | -65.2% | +557.7% | -622.9% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PHM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling