-65.1%
AAL vs BAX
-37.8%
-27.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.9% |
| 7D | -1.3% | -5.1% | +3.8% | +0.6% |
| 30D | -13.7% | -12.2% | -1.6% | -9.6% |
| 3M | -8.2% | +21.8% | -30.0% | -14.6% |
| 6M | +13.1% | +36.3% | -23.2% | +1.0% |
| YTD | -15.6% | +27.8% | -43.4% | -23.7% |
| 1Y | +1.4% | -0.1% | +1.5% | -1.0% |
| 3Y | -7.4% | -33.3% | +25.9% | +1.3% |
| 5Y | -35.9% | -67.1% | +31.1% | -11.7% |
| 10Y | -65.1% | -36.9% | -28.2% | -62.7% |
| All | -65.1% | -37.8% | -27.3% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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