-6.1%
AAL vs BAM
+78.0%
-84.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.8% |
| 7D | -3.7% | -2.0% | -1.8% | -2.5% |
| 30D | -20.8% | -2.9% | -17.9% | -19.4% |
| 3M | -1.3% | +9.4% | -10.7% | -7.1% |
| 6M | +5.4% | +10.8% | -5.4% | -1.4% |
| YTD | -14.4% | -0.4% | -13.9% | -14.9% |
| 1Y | +2.1% | -10.9% | +13.0% | +8.3% |
| 3Y | -10.6% | +61.3% | -71.8% | -33.2% |
| All | -6.1% | +78.0% | -84.0% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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