-64.8%
AAL vs PSX
+386.4%
-451.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.1% |
| 7D | -0.9% | +1.7% | -2.6% | -1.8% |
| 30D | -12.9% | +15.6% | -28.5% | -19.3% |
| 3M | -11.2% | +46.5% | -57.7% | -28.0% |
| 6M | +17.8% | +55.0% | -37.2% | -9.4% |
| YTD | -15.1% | +105.3% | -120.4% | -44.7% |
| 1Y | +0.5% | +101.6% | -101.1% | -34.6% |
| 3Y | -7.7% | +134.1% | -141.8% | -46.8% |
| 5Y | -31.3% | +368.7% | -400.0% | -76.3% |
| All | -64.8% | +386.4% | -451.2% | -88.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling