-40.7%
AAL vs PL
+11.6%
-52.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -10.1% | +5.0% | -3.7% |
| 7D | +1.2% | -20.5% | +21.7% | +4.4% |
| 30D | -0.5% | -38.8% | +38.2% | +6.5% |
| 3M | -22.0% | -49.1% | +27.1% | -14.4% |
| 6M | +4.5% | -69.4% | +73.9% | +21.0% |
| YTD | -15.7% | -42.3% | +26.7% | -14.4% |
| 1Y | -3.7% | -14.2% | +10.5% | -10.0% |
| 3Y | +7.9% | +398.7% | -390.8% | -37.3% |
| 5Y | -40.7% | +11.1% | -51.9% | -59.3% |
| All | -40.7% | +11.6% | -52.3% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling