-26.8%
AAL vs PHM
+259.2%
-286.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.0% | -3.6% | -4.4% |
| 7D | +2.9% | -6.1% | +9.0% | +6.8% |
| 30D | +6.5% | +13.7% | -7.3% | -1.2% |
| 3M | -10.9% | -1.5% | -9.3% | -10.2% |
| 6M | +4.9% | +11.3% | -6.4% | -1.2% |
| YTD | -13.2% | +8.9% | -22.1% | -17.7% |
| 1Y | -1.1% | +6.1% | -7.2% | -4.9% |
| 3Y | +12.8% | +57.7% | -44.9% | -17.3% |
| 5Y | -34.4% | +159.0% | -193.4% | -65.1% |
| 10Y | -67.9% | +676.2% | -744.1% | -92.0% |
| All | -26.8% | +259.2% | -286.1% | -86.8% |
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