-40.4%
AAL vs PL
+84.9%
-125.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.4% |
| 7D | -3.7% | -9.3% | +5.6% | -2.4% |
| 30D | -20.8% | -18.9% | -1.9% | -18.4% |
| 3M | -1.3% | -58.4% | +57.1% | +10.4% |
| 6M | +5.4% | -30.3% | +35.7% | +6.4% |
| YTD | -14.4% | -8.1% | -6.2% | -18.4% |
| 1Y | +2.1% | +180.5% | -178.4% | -22.8% |
| 3Y | -10.6% | +444.1% | -454.7% | -47.2% |
| 5Y | -32.2% | +83.0% | -115.2% | -55.0% |
| All | -40.4% | +84.9% | -125.3% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling