-35.8%
AAL vs PL
+46.6%
-82.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +14.5% | -7.1% | +5.3% |
| 7D | +8.3% | +10.9% | -2.6% | +6.4% |
| 30D | +11.0% | -16.4% | +27.3% | +13.5% |
| 3M | -11.2% | -39.9% | +28.8% | -4.9% |
| 6M | +6.1% | -63.2% | +69.3% | +19.7% |
| YTD | -7.6% | -27.1% | +19.5% | -9.5% |
| 1Y | +3.7% | +12.2% | -8.4% | -7.0% |
| 3Y | +20.5% | +584.3% | -563.8% | -33.6% |
| 5Y | -36.4% | +37.0% | -73.4% | -56.0% |
| All | -35.8% | +46.6% | -82.4% | -56.1% |
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