-22.5%
AAL vs PSA
+976.5%
-998.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.1% |
| 7D | +10.1% | +0.8% | +9.3% | +9.5% |
| 30D | +10.6% | +15.9% | -5.3% | -0.7% |
| 3M | -5.9% | +4.2% | -10.1% | -8.8% |
| 6M | +5.7% | +10.1% | -4.4% | -2.2% |
| YTD | -8.0% | +33.3% | -41.3% | -26.2% |
| 1Y | +6.0% | +28.2% | -22.2% | -12.7% |
| 3Y | +19.6% | +54.9% | -35.3% | -17.8% |
| 5Y | -34.6% | +28.3% | -62.9% | -50.5% |
| 10Y | -65.5% | +134.1% | -199.5% | -86.0% |
| All | -22.5% | +976.5% | -998.9% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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