-36.0%
AAL vs PL
+46.3%
-82.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +3.4% | +13.4% | -9.9% | +1.5% |
| 30D | +11.7% | -10.2% | +21.9% | +13.1% |
| 3M | -7.8% | -39.5% | +31.7% | -1.4% |
| 6M | +10.2% | -65.7% | +76.0% | +25.9% |
| YTD | -8.0% | -27.3% | +19.3% | -9.9% |
| 1Y | +8.5% | +15.0% | -6.5% | -3.0% |
| 3Y | +19.5% | +560.8% | -541.3% | -33.7% |
| 5Y | -33.9% | +38.4% | -72.3% | -54.6% |
| All | -36.0% | +46.3% | -82.4% | -56.3% |
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