+13.0%
AAL vs PSX
+155.7%
-142.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.2% | -5.9% |
| 7D | +2.9% | +6.4% | -3.5% | +1.7% |
| 30D | +6.5% | -10.2% | +16.7% | +8.3% |
| 3M | -10.9% | +17.2% | -28.0% | -15.1% |
| 6M | +4.9% | +51.8% | -46.9% | -7.8% |
| YTD | -13.2% | +108.0% | -121.2% | -35.1% |
| 1Y | -1.1% | +96.1% | -97.2% | -24.4% |
| All | +13.0% | +155.7% | -142.7% | -22.3% |
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