-65.1%
AAL vs BAH
+186.6%
-251.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.3% | -1.3% | 0.0% | -0.9% |
| 30D | -13.7% | -6.6% | -7.1% | -12.1% |
| 3M | -8.2% | -7.2% | -1.0% | -6.7% |
| 6M | +13.1% | -10.0% | +23.1% | +15.4% |
| YTD | -15.6% | -12.5% | -3.1% | -13.7% |
| 1Y | +1.4% | -27.9% | +29.3% | +9.5% |
| 3Y | -7.4% | -31.4% | +24.0% | -4.2% |
| 5Y | -35.9% | -3.2% | -32.7% | -44.2% |
| 10Y | -65.1% | +191.5% | -256.6% | -80.6% |
| All | -65.1% | +186.6% | -251.8% | -80.6% |
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