+32.9%
PFE vs AAL
-65.4%
+98.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.2% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | +3.8% | -19.0% | +22.9% | +5.5% |
| 3M | +10.4% | -5.1% | +15.4% | +10.5% |
| 6M | +6.3% | +15.5% | -9.2% | +4.5% |
| YTD | +17.4% | -15.8% | +33.2% | +18.1% |
| 1Y | +21.1% | -0.3% | +21.4% | +20.1% |
| 3Y | -1.6% | -7.7% | +6.1% | -3.5% |
| 5Y | -22.2% | -32.5% | +10.4% | -23.3% |
| 10Y | +32.9% | -66.0% | +98.8% | +32.7% |
| All | +32.9% | -65.4% | +98.3% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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