-40.2%
AAL vs PL
+40.9%
-81.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -1.0% |
| 7D | -0.1% | +10.0% | -10.1% | -1.5% |
| 30D | +11.7% | -2.3% | +14.0% | +11.7% |
| 3M | -12.5% | -44.2% | +31.7% | -5.4% |
| 6M | +3.6% | -66.1% | +69.7% | +18.5% |
| YTD | -14.1% | -30.0% | +15.9% | -15.3% |
| 1Y | +0.8% | +21.0% | -20.3% | -10.9% |
| 3Y | +11.8% | +516.5% | -504.7% | -37.1% |
| 5Y | -35.1% | +32.0% | -67.1% | -55.0% |
| All | -40.2% | +40.9% | -81.2% | -58.9% |
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