-22.5%
AAL vs PPL
+197.4%
-219.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | +10.1% | 0.0% | +10.0% | +10.0% |
| 30D | +10.6% | +4.3% | +6.3% | +7.4% |
| 3M | -5.9% | +2.9% | -8.9% | -8.1% |
| 6M | +5.7% | +1.1% | +4.6% | +4.3% |
| YTD | -8.0% | +4.5% | -12.4% | -12.0% |
| 1Y | +6.0% | +0.1% | +5.9% | +4.2% |
| 3Y | +19.6% | +55.7% | -36.1% | -16.4% |
| 5Y | -34.6% | +47.6% | -82.2% | -52.9% |
| 10Y | -65.5% | +66.8% | -132.3% | -78.3% |
| All | -22.5% | +197.4% | -219.8% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling