-65.4%
AAL vs PPL
+62.1%
-127.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.6% |
| 7D | +8.3% | -1.2% | +9.5% | +9.0% |
| 30D | +11.0% | +4.2% | +6.7% | +8.0% |
| 3M | -11.2% | +1.5% | -12.7% | -12.2% |
| 6M | +6.1% | +1.0% | +5.0% | +4.8% |
| YTD | -7.6% | +4.4% | -12.0% | -11.3% |
| 1Y | +3.7% | +0.8% | +3.0% | +1.7% |
| 3Y | +20.5% | +56.5% | -36.0% | -15.0% |
| 5Y | -36.4% | +47.7% | -84.1% | -53.6% |
| 10Y | -65.4% | +64.4% | -129.9% | -78.0% |
| All | -65.4% | +62.1% | -127.6% | -78.0% |
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