+0.2%
AAL vs PSX
+101.7%
-101.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -1.0% |
| 7D | -0.9% | +1.5% | -2.4% | -0.4% |
| 30D | -16.0% | +15.8% | -31.8% | -11.6% |
| 3M | -4.2% | +43.0% | -47.3% | +8.8% |
| 6M | +15.7% | +61.1% | -45.4% | +33.2% |
| YTD | -16.2% | +104.5% | -120.7% | -4.7% |
| 1Y | +0.2% | +102.5% | -102.3% | +11.5% |
| All | +0.2% | +101.7% | -101.5% | +11.5% |
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