-40.2%
AAL vs PL
+28.1%
-68.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.4% | -8.4% | +0.4% |
| 7D | +4.6% | -6.8% | +11.4% | +5.5% |
| 30D | +2.6% | -29.3% | +31.9% | +7.5% |
| 3M | -17.8% | -44.8% | +27.0% | -10.9% |
| 6M | +1.9% | -68.4% | +70.2% | +17.4% |
| YTD | -14.0% | -36.4% | +22.3% | -14.1% |
| 1Y | +0.2% | +0.7% | -0.5% | -8.7% |
| 3Y | +13.0% | +455.3% | -442.3% | -35.4% |
| 5Y | -39.6% | +22.7% | -62.3% | -57.8% |
| All | -40.2% | +28.1% | -68.3% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling