+2.1%
AAL vs PSX
+101.0%
-98.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.3% |
| 7D | -3.7% | +4.5% | -8.3% | -2.2% |
| 30D | -20.8% | +26.6% | -47.4% | -14.0% |
| 3M | -1.3% | +39.3% | -40.5% | +11.4% |
| 6M | +5.4% | +56.8% | -51.4% | +20.9% |
| YTD | -14.4% | +101.8% | -116.2% | -2.9% |
| 1Y | +2.1% | +99.6% | -97.5% | +13.2% |
| All | +2.1% | +101.0% | -98.9% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling