-32.5%
AAL vs BAH
-2.8%
-29.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.5% |
| 7D | -0.3% | -4.3% | +4.0% | +0.5% |
| 30D | -19.0% | -4.5% | -14.5% | -18.4% |
| 3M | -5.1% | -7.6% | +2.5% | -3.9% |
| 6M | +15.5% | -10.6% | +26.1% | +17.3% |
| YTD | -15.8% | -12.6% | -3.2% | -14.3% |
| 1Y | -0.3% | -27.0% | +26.7% | +4.7% |
| 3Y | -7.7% | -31.5% | +23.8% | -6.3% |
| 5Y | -32.5% | -3.8% | -28.7% | -39.4% |
| All | -32.5% | -2.8% | -29.7% | -39.4% |
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