+0.8%
AAL vs PL
+12.6%
-11.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -1.0% |
| 7D | -0.1% | +10.0% | -10.1% | -0.6% |
| 30D | +11.7% | -2.3% | +14.0% | +11.6% |
| 3M | -12.5% | -44.2% | +31.7% | -11.0% |
| 6M | +3.6% | -66.1% | +69.7% | +6.3% |
| YTD | -14.1% | -30.0% | +15.9% | -12.7% |
| 1Y | +0.8% | +21.0% | -20.3% | +5.7% |
| All | +0.8% | +12.6% | -11.8% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling