-27.8%
AAL vs BA
+360.8%
-388.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.6% |
| 7D | -3.7% | +1.2% | -4.9% | -4.6% |
| 30D | -20.8% | -11.6% | -9.2% | -13.0% |
| 3M | -1.3% | -2.4% | +1.1% | +0.2% |
| 6M | +5.4% | -6.6% | +12.0% | +9.4% |
| YTD | -14.4% | -2.2% | -12.1% | -14.3% |
| 1Y | +2.1% | -8.0% | +10.1% | +5.6% |
| 3Y | -10.6% | -5.0% | -5.6% | -16.1% |
| 5Y | -32.2% | -2.7% | -29.5% | -39.5% |
| 10Y | -62.7% | +75.9% | -138.6% | -84.4% |
| All | -27.8% | +360.8% | -388.6% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling