-66.0%
AAL vs PWR
+2,399.9%
-2,465.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | -3.0% |
| 7D | -0.3% | +4.5% | -4.8% | -2.9% |
| 30D | -19.0% | -4.9% | -14.1% | -17.1% |
| 3M | -5.1% | -7.9% | +2.8% | -2.8% |
| 6M | +15.5% | +18.3% | -2.9% | -0.6% |
| YTD | -15.8% | +51.5% | -67.3% | -38.7% |
| 1Y | -0.3% | +70.3% | -70.6% | -33.3% |
| 3Y | -7.7% | +210.6% | -218.3% | -62.3% |
| 5Y | -32.5% | +456.7% | -489.2% | -83.1% |
| 10Y | -66.0% | +2,396.1% | -2,462.0% | -97.5% |
| All | -66.0% | +2,399.9% | -2,465.9% | -97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling