-32.8%
AAL vs BA
-1.7%
-31.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.7% |
| 7D | -3.7% | +1.2% | -4.9% | -4.4% |
| 30D | -20.8% | -11.6% | -9.2% | -14.3% |
| 3M | -1.3% | -2.4% | +1.1% | 0.0% |
| 6M | +5.4% | -6.6% | +12.0% | +9.0% |
| YTD | -14.4% | -2.2% | -12.1% | -14.1% |
| 1Y | +2.1% | -8.0% | +10.1% | +5.6% |
| 3Y | -10.6% | -5.0% | -5.6% | -14.0% |
| All | -32.8% | -1.7% | -31.1% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling