+7.7%
AAL vs PSX
+97.5%
-89.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.5% | +10.8% | +4.3% |
| 7D | +8.3% | -5.2% | +13.5% | +6.1% |
| 30D | +6.2% | -3.7% | +10.0% | +4.9% |
| 3M | -17.7% | +26.8% | -44.5% | -8.7% |
| 6M | +15.4% | +47.3% | -31.9% | +37.0% |
| YTD | -11.1% | +105.4% | -116.5% | +7.8% |
| 1Y | +7.7% | +96.9% | -89.2% | +28.6% |
| All | +7.7% | +97.5% | -89.8% | +28.6% |
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