-68.3%
AAL vs BAH
+199.5%
-267.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.6% |
| 7D | +2.9% | -2.6% | +5.5% | +3.7% |
| 30D | +6.5% | +20.4% | -13.9% | +0.7% |
| 3M | -10.9% | +11.9% | -22.7% | -14.1% |
| 6M | +4.9% | +17.1% | -12.2% | -1.2% |
| YTD | -13.2% | +5.5% | -18.7% | -16.3% |
| 1Y | -1.1% | +5.6% | -6.7% | -5.1% |
| 3Y | +12.8% | -26.5% | +39.3% | +15.9% |
| 5Y | -34.4% | +6.5% | -40.9% | -43.8% |
| All | -68.3% | +199.5% | -267.8% | -83.0% |
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