-63.1%
AAL vs PPL
+54.8%
-118.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.7% | +2.7% | -6.4% | -5.4% |
| 30D | -20.8% | +0.5% | -21.3% | -21.1% |
| 3M | -1.3% | +0.7% | -1.9% | -2.0% |
| 6M | +5.4% | -7.6% | +13.0% | +10.0% |
| YTD | -14.4% | +1.8% | -16.2% | -16.3% |
| 1Y | +2.1% | -0.8% | +2.9% | +1.1% |
| 3Y | -10.6% | +56.9% | -67.4% | -37.0% |
| 5Y | -32.2% | +39.5% | -71.7% | -48.4% |
| All | -63.1% | +54.8% | -118.0% | -76.2% |
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