-32.6%
AAL vs PSLV
+154.2%
-186.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.2% |
| 7D | -0.9% | -3.5% | +2.5% | -0.5% |
| 30D | -12.9% | -2.1% | -10.7% | -12.7% |
| 3M | -11.2% | -1.6% | -9.6% | -11.2% |
| 6M | +17.8% | -25.5% | +43.3% | +20.5% |
| YTD | -15.1% | -11.4% | -3.7% | -16.0% |
| 1Y | +0.5% | +48.6% | -48.1% | -7.0% |
| 3Y | -7.7% | +166.9% | -174.5% | -20.2% |
| All | -32.6% | +154.2% | -186.9% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling