-67.1%
AAL vs PPL
+62.0%
-129.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.3% |
| 7D | +4.6% | +0.4% | +4.2% | +4.3% |
| 30D | +2.6% | +5.4% | -2.9% | -0.8% |
| 3M | -17.8% | +4.3% | -22.0% | -20.1% |
| 6M | +1.9% | -1.3% | +3.2% | +2.2% |
| YTD | -14.0% | +4.7% | -18.7% | -17.6% |
| 1Y | +0.2% | +1.3% | -1.0% | -2.0% |
| 3Y | +13.0% | +57.2% | -44.2% | -20.4% |
| 5Y | -39.6% | +48.2% | -87.8% | -56.0% |
| All | -67.1% | +62.0% | -129.1% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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