+13.0%
AAL vs PWR
+221.1%
-208.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.3% | -4.3% | +0.1% |
| 7D | +4.6% | -12.9% | +17.5% | +7.9% |
| 30D | +2.6% | -22.8% | +25.4% | +9.8% |
| 3M | -17.8% | -19.0% | +1.2% | -13.8% |
| 6M | +1.9% | -31.1% | +32.9% | +12.0% |
| YTD | -14.0% | +28.3% | -42.3% | -26.8% |
| 1Y | +0.2% | +22.2% | -22.0% | -13.2% |
| 3Y | +13.0% | +222.2% | -209.1% | -41.4% |
| All | +13.0% | +221.1% | -208.0% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling