-27.8%
AAL vs PLD
+517.9%
-545.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.7% |
| 7D | -3.7% | -2.4% | -1.4% | -2.3% |
| 30D | -20.8% | -2.4% | -18.4% | -19.6% |
| 3M | -1.3% | -3.8% | +2.5% | +0.6% |
| 6M | +5.4% | 0.0% | +5.4% | +5.2% |
| YTD | -14.4% | +9.2% | -23.6% | -19.3% |
| 1Y | +2.1% | +25.9% | -23.8% | -12.4% |
| 3Y | -10.6% | +21.3% | -31.9% | -23.0% |
| 5Y | -32.2% | +14.1% | -46.3% | -40.8% |
| 10Y | -62.7% | +237.9% | -300.6% | -85.1% |
| All | -27.8% | +517.9% | -545.8% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling