-65.4%
AAL vs PYPL
+44.9%
-110.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.4% | +6.1% | +6.9% |
| 7D | +8.3% | +2.2% | +6.1% | +7.5% |
| 30D | +11.0% | +8.1% | +2.8% | +7.9% |
| 3M | -11.2% | +1.9% | -13.1% | -12.2% |
| 6M | +6.1% | +33.1% | -27.1% | -6.3% |
| YTD | -7.6% | +3.8% | -11.4% | -12.0% |
| 1Y | +3.7% | -8.3% | +12.0% | +3.9% |
| 3Y | +20.5% | +11.9% | +8.6% | +9.4% |
| 5Y | -36.4% | -70.4% | +34.1% | -12.6% |
| All | -65.4% | +44.9% | -110.3% | -79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling