-6.2%
AAL vs PM
+120.4%
-126.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.2% |
| 7D | -3.7% | -4.9% | +1.1% | -3.8% |
| 30D | -20.8% | -3.4% | -17.4% | -20.9% |
| 3M | -1.3% | +5.2% | -6.5% | -1.1% |
| 6M | +5.4% | +3.7% | +1.7% | +5.5% |
| YTD | -14.4% | +15.8% | -30.1% | -14.6% |
| 1Y | +2.1% | +17.4% | -15.3% | +1.8% |
| All | -6.2% | +120.4% | -126.6% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling