-65.4%
AAL vs BAH
+218.8%
-284.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.6% | +5.9% | +7.0% |
| 7D | +8.3% | -1.5% | +9.8% | +8.7% |
| 30D | +11.0% | +17.3% | -6.3% | +5.8% |
| 3M | -11.2% | +14.9% | -26.0% | -15.1% |
| 6M | +6.1% | +14.2% | -8.2% | +0.7% |
| YTD | -7.6% | +5.1% | -12.8% | -10.9% |
| 1Y | +3.7% | +2.1% | +1.7% | +0.6% |
| 3Y | +20.5% | -26.0% | +46.5% | +23.4% |
| 5Y | -36.4% | +9.0% | -45.4% | -46.1% |
| 10Y | -65.4% | +208.8% | -274.2% | -81.2% |
| All | -65.4% | +218.8% | -284.2% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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