-68.3%
AAL vs BAX
-36.0%
-32.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.3% | -4.8% |
| 7D | +2.9% | +0.4% | +2.6% | +2.9% |
| 30D | +6.5% | +3.4% | +3.1% | +5.1% |
| 3M | -10.9% | -4.5% | -6.4% | -9.6% |
| 6M | +4.9% | +44.0% | -39.1% | -8.4% |
| YTD | -13.2% | +34.9% | -48.1% | -23.3% |
| 1Y | -1.1% | +37.9% | -39.0% | -13.4% |
| 3Y | +12.8% | -17.1% | +29.9% | +14.8% |
| 5Y | -34.4% | -64.3% | +29.9% | -11.8% |
| All | -68.3% | -36.0% | -32.3% | -68.2% |
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