+19.6%
AAL vs PHM
+64.0%
-44.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +1.8% |
| 7D | +10.1% | +2.9% | +7.1% | +8.3% |
| 30D | +10.6% | +16.5% | -5.9% | +1.4% |
| 3M | -5.9% | +0.6% | -6.6% | -6.5% |
| 6M | +5.7% | +11.6% | -5.9% | -0.2% |
| YTD | -8.0% | +12.1% | -20.1% | -13.7% |
| 1Y | +6.0% | +9.6% | -3.6% | +0.3% |
| 3Y | +19.6% | +62.3% | -42.7% | -17.9% |
| All | +19.6% | +64.0% | -44.4% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling