-65.5%
AAL vs BA
+27.6%
-93.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.7% |
| 7D | +10.1% | 0.0% | +10.0% | +10.1% |
| 30D | +10.6% | -8.9% | +19.5% | +16.7% |
| 3M | -5.9% | -25.5% | +19.6% | +13.1% |
| 6M | +5.7% | -27.0% | +32.6% | +28.1% |
| YTD | -8.0% | -20.1% | +12.2% | +4.3% |
| 1Y | +6.0% | -11.0% | +17.0% | +11.0% |
| 3Y | +19.6% | -11.8% | +31.4% | +17.9% |
| 5Y | -34.6% | -20.6% | -13.9% | -32.2% |
| 10Y | -65.5% | +26.6% | -92.1% | -72.8% |
| All | -65.5% | +27.6% | -93.1% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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