-7.7%
AAL vs PSX
+138.7%
-146.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.0% |
| 7D | -0.3% | +2.8% | -3.1% | -0.9% |
| 30D | -19.0% | +27.8% | -46.8% | -23.7% |
| 3M | -5.1% | +42.0% | -47.1% | -13.4% |
| 6M | +15.5% | +58.1% | -42.6% | -0.1% |
| YTD | -15.8% | +105.0% | -120.8% | -35.5% |
| 1Y | -0.3% | +104.9% | -105.2% | -24.5% |
| 3Y | -7.7% | +134.1% | -141.7% | -35.0% |
| All | -7.7% | +138.7% | -146.3% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling