-67.1%
AAL vs PLD
+236.3%
-303.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.2% | +2.6% |
| 7D | +4.6% | -0.8% | +5.4% | +5.2% |
| 30D | +2.6% | -0.3% | +2.8% | +2.8% |
| 3M | -17.8% | -8.0% | -9.7% | -13.8% |
| 6M | +1.9% | -9.8% | +11.7% | +7.5% |
| YTD | -14.0% | +1.8% | -15.8% | -15.0% |
| 1Y | +0.2% | +5.6% | -5.4% | -2.9% |
| 3Y | +13.0% | +33.3% | -20.2% | -5.4% |
| 5Y | -39.6% | +0.3% | -39.9% | -42.3% |
| All | -67.1% | +236.3% | -303.4% | -82.4% |
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