-35.9%
AAL vs PSX
+370.3%
-406.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -1.3% | +1.8% | -3.1% | -1.8% |
| 30D | -13.7% | +21.6% | -35.4% | -18.5% |
| 3M | -8.2% | +46.5% | -54.6% | -18.5% |
| 6M | +13.1% | +62.0% | -48.9% | -4.5% |
| YTD | -15.6% | +106.3% | -121.9% | -35.5% |
| 1Y | +1.4% | +103.0% | -101.6% | -22.6% |
| 3Y | -7.4% | +135.5% | -143.0% | -35.0% |
| 5Y | -35.9% | +368.5% | -404.5% | -67.0% |
| All | -35.9% | +370.3% | -406.3% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling