-72.2%
AAL vs USHY
+50.7%
-123.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | -3.7% | -0.1% | -3.6% | -3.4% |
| 30D | -20.8% | +0.1% | -20.9% | -21.0% |
| 3M | -1.3% | +0.8% | -2.1% | -3.1% |
| 6M | +5.4% | +1.7% | +3.6% | +1.7% |
| YTD | -14.4% | +2.5% | -16.8% | -18.9% |
| 1Y | +2.1% | +4.4% | -2.3% | -8.1% |
| 3Y | -10.6% | +27.4% | -37.9% | -51.5% |
| 5Y | -32.2% | +21.7% | -54.0% | -56.3% |
| All | -72.2% | +50.7% | -123.0% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling