+2.1%
AAL vs PYPL
-20.3%
+22.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.3% | +1.6% |
| 7D | -3.7% | +2.7% | -6.4% | -4.1% |
| 30D | -20.8% | -4.9% | -15.9% | -20.6% |
| 3M | -1.3% | +28.9% | -30.2% | -5.1% |
| 6M | +5.4% | +18.2% | -12.9% | +1.6% |
| YTD | -14.4% | -5.0% | -9.3% | -12.8% |
| 1Y | +2.1% | -18.8% | +20.9% | +6.6% |
| All | +2.1% | -20.3% | +22.4% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded PYPL 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling