-31.7%
AAL vs USHY
+21.5%
-53.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.8% |
| 7D | -1.3% | -0.1% | -1.2% | -0.9% |
| 30D | -13.7% | 0.0% | -13.7% | -13.6% |
| 3M | -8.2% | +0.8% | -9.0% | -10.0% |
| 6M | +13.1% | +1.9% | +11.2% | +8.3% |
| YTD | -15.6% | +2.3% | -17.8% | -19.7% |
| 1Y | +1.4% | +4.1% | -2.7% | -8.2% |
| 3Y | -7.4% | +27.8% | -35.2% | -48.8% |
| All | -31.7% | +21.5% | -53.2% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 5y: compounded portfolio wealth divided by compounded USHY 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…
5y analysis · Full analysis span regression · 6 months rolling