-65.1%
AAL vs PYPL
+36.1%
-101.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.9% |
| 7D | -1.3% | -4.3% | +3.0% | +0.2% |
| 30D | -13.7% | -11.5% | -2.3% | -10.3% |
| 3M | -8.2% | +26.1% | -34.3% | -17.2% |
| 6M | +13.1% | +13.7% | -0.6% | +5.5% |
| YTD | -15.6% | -9.8% | -5.7% | -15.3% |
| 1Y | +1.4% | -22.1% | +23.5% | +7.3% |
| 3Y | -7.4% | -13.5% | +6.1% | -7.5% |
| 5Y | -35.9% | -81.6% | +45.7% | +2.2% |
| 10Y | -65.1% | +38.8% | -103.9% | -73.5% |
| All | -65.1% | +36.1% | -101.3% | -73.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling