-40.8%
AAL vs BAH
+8.3%
-49.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.4% | +2.8% |
| 7D | +4.6% | -3.5% | +8.2% | +5.3% |
| 30D | +2.6% | +24.3% | -21.7% | -1.7% |
| 3M | -17.8% | +16.3% | -34.1% | -20.4% |
| 6M | +1.9% | +13.6% | -11.7% | -1.2% |
| YTD | -14.0% | +3.5% | -17.5% | -15.5% |
| 1Y | +0.2% | +2.7% | -2.5% | -1.6% |
| 3Y | +13.0% | -26.6% | +39.6% | +14.2% |
| All | -40.8% | +8.3% | -49.0% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling