-28.9%
AAL vs BA
+274.5%
-303.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.5% | -2.6% | -3.2% |
| 7D | +1.2% | -0.1% | +1.3% | +1.4% |
| 30D | -0.5% | -9.1% | +8.6% | +5.8% |
| 3M | -22.0% | -28.2% | +6.2% | -1.3% |
| 6M | +4.5% | -23.1% | +27.6% | +24.6% |
| YTD | -15.7% | -20.6% | +4.9% | -2.8% |
| 1Y | -3.7% | -12.7% | +9.1% | +2.6% |
| 3Y | +7.9% | -11.6% | +19.5% | +4.9% |
| 5Y | -40.7% | -23.1% | -17.6% | -37.6% |
| 10Y | -66.3% | +34.4% | -100.7% | -82.8% |
| All | -28.9% | +274.5% | -303.4% | -86.6% |
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