+76.5%
AAL vs PSX
+1,139.4%
-1,062.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -3.7% | +4.5% | -8.3% | -5.7% |
| 30D | -20.8% | +26.6% | -47.4% | -29.4% |
| 3M | -1.3% | +39.3% | -40.5% | -16.6% |
| 6M | +5.4% | +56.8% | -51.4% | -17.6% |
| YTD | -14.4% | +101.8% | -116.2% | -41.4% |
| 1Y | +2.1% | +99.6% | -97.5% | -30.3% |
| 3Y | -10.6% | +140.3% | -150.9% | -46.1% |
| 5Y | -32.2% | +339.3% | -371.5% | -72.0% |
| 10Y | -62.7% | +369.9% | -432.6% | -85.4% |
| All | +76.5% | +1,139.4% | -1,062.9% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling