-65.4%
AAL vs PLD
+248.8%
-314.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.8% | +4.6% | +5.8% |
| 7D | +8.3% | +0.7% | +7.6% | +8.0% |
| 30D | +11.0% | +0.8% | +10.2% | +10.6% |
| 3M | -11.2% | -6.1% | -5.0% | -7.9% |
| 6M | +6.1% | -8.0% | +14.1% | +10.8% |
| YTD | -7.6% | +4.7% | -12.3% | -10.1% |
| 1Y | +3.7% | +7.2% | -3.5% | -0.4% |
| 3Y | +20.5% | +39.2% | -18.7% | -1.7% |
| 5Y | -36.4% | +1.9% | -38.3% | -39.8% |
| 10Y | -65.4% | +256.8% | -322.2% | -82.7% |
| All | -65.4% | +248.8% | -314.2% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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