-65.2%
AAL vs PYPL
+38.8%
-104.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.6% | -0.5% |
| 7D | -0.3% | +1.7% | -2.0% | -1.1% |
| 30D | -19.0% | -9.7% | -9.3% | -16.4% |
| 3M | -5.1% | +29.2% | -34.3% | -15.2% |
| 6M | +15.5% | +13.9% | +1.6% | +7.6% |
| YTD | -15.8% | -8.1% | -7.7% | -16.1% |
| 1Y | -0.3% | -21.4% | +21.1% | +5.2% |
| 3Y | -7.7% | -11.8% | +4.2% | -8.4% |
| 5Y | -32.5% | -81.1% | +48.6% | +6.7% |
| All | -65.2% | +38.8% | -104.0% | -73.8% |
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