-27.8%
AAL vs PPL
+189.9%
-217.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.7% | +2.7% | -6.4% | -5.5% |
| 30D | -20.8% | +0.5% | -21.3% | -21.2% |
| 3M | -1.3% | +0.7% | -1.9% | -2.1% |
| 6M | +5.4% | -7.6% | +13.0% | +10.4% |
| YTD | -14.4% | +1.8% | -16.2% | -16.5% |
| 1Y | +2.1% | -0.8% | +2.9% | +1.0% |
| 3Y | -10.6% | +56.9% | -67.4% | -38.1% |
| 5Y | -32.2% | +39.5% | -71.7% | -49.3% |
| 10Y | -62.7% | +55.4% | -118.1% | -75.4% |
| All | -27.8% | +189.9% | -217.7% | -68.9% |
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