-66.0%
AAL vs PM
+196.3%
-262.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.1% |
| 7D | -0.3% | -1.3% | +1.0% | +0.2% |
| 30D | -19.0% | -2.6% | -16.5% | -18.3% |
| 3M | -5.1% | +5.8% | -10.9% | -7.7% |
| 6M | +15.5% | +10.6% | +4.9% | +9.1% |
| YTD | -15.8% | +17.2% | -32.9% | -22.7% |
| 1Y | -0.3% | +17.6% | -17.9% | -9.1% |
| 3Y | -7.7% | +124.3% | -131.9% | -41.6% |
| 5Y | -32.5% | +125.1% | -157.6% | -57.9% |
| 10Y | -66.0% | +198.6% | -264.6% | -82.5% |
| All | -66.0% | +196.3% | -262.3% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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