-22.5%
AAL vs PHM
+269.7%
-292.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +1.9% |
| 7D | +10.1% | +2.9% | +7.1% | +8.2% |
| 30D | +10.6% | +16.5% | -5.9% | +1.1% |
| 3M | -5.9% | +0.6% | -6.6% | -6.5% |
| 6M | +5.7% | +11.6% | -5.9% | -0.6% |
| YTD | -8.0% | +12.1% | -20.1% | -14.2% |
| 1Y | +6.0% | +9.6% | -3.6% | -0.1% |
| 3Y | +19.6% | +62.3% | -42.7% | -13.8% |
| 5Y | -34.6% | +170.4% | -205.0% | -66.1% |
| 10Y | -65.5% | +683.0% | -748.5% | -91.5% |
| All | -22.5% | +269.7% | -292.1% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling