-64.8%
AAL vs PSLV
+190.6%
-255.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.2% |
| 7D | -0.9% | -3.5% | +2.5% | -0.4% |
| 30D | -12.9% | -2.1% | -10.7% | -12.7% |
| 3M | -11.2% | -1.6% | -9.6% | -11.3% |
| 6M | +17.8% | -25.5% | +43.3% | +22.5% |
| YTD | -15.1% | -11.4% | -3.7% | -16.6% |
| 1Y | +0.5% | +48.6% | -48.1% | -11.3% |
| 3Y | -7.7% | +166.9% | -174.5% | -28.7% |
| 5Y | -31.3% | +152.4% | -183.8% | -47.3% |
| All | -64.8% | +190.6% | -255.4% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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