+26.4%
AAL vs BAH
+886.2%
-859.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.7% |
| 7D | -3.7% | -3.2% | -0.5% | -2.7% |
| 30D | -20.8% | +2.0% | -22.8% | -21.5% |
| 3M | -1.3% | -7.6% | +6.4% | +0.5% |
| 6M | +5.4% | -5.7% | +11.1% | +5.8% |
| YTD | -14.4% | -11.7% | -2.6% | -12.6% |
| 1Y | +2.1% | -27.4% | +29.5% | +10.5% |
| 3Y | -10.6% | -32.5% | +22.0% | -5.5% |
| 5Y | -32.2% | -3.3% | -28.9% | -39.6% |
| 10Y | -62.7% | +186.0% | -248.7% | -79.2% |
| All | +26.4% | +886.2% | -859.8% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling