-65.4%
AAL vs PM
+228.8%
-294.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.4% | +9.8% | +8.3% |
| 7D | +8.3% | -7.3% | +15.5% | +11.3% |
| 30D | +11.0% | -4.0% | +15.0% | +12.4% |
| 3M | -11.2% | +2.7% | -13.9% | -12.4% |
| 6M | +6.1% | +14.9% | -8.8% | -0.9% |
| YTD | -7.6% | +23.5% | -31.2% | -17.2% |
| 1Y | +3.7% | +30.4% | -26.6% | -9.3% |
| 3Y | +20.5% | +143.2% | -122.7% | -26.7% |
| 5Y | -36.4% | +159.5% | -195.9% | -63.1% |
| 10Y | -65.4% | +234.7% | -300.1% | -82.5% |
| All | -65.4% | +228.8% | -294.2% | -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