-32.5%
AAL vs BAX
-67.0%
+34.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -0.3% |
| 7D | -0.3% | -2.4% | +2.1% | +0.6% |
| 30D | -19.0% | -9.7% | -9.3% | -16.0% |
| 3M | -5.1% | +29.3% | -34.3% | -13.6% |
| 6M | +15.5% | +40.7% | -25.2% | +1.8% |
| YTD | -15.8% | +30.3% | -46.1% | -24.6% |
| 1Y | -0.3% | +3.4% | -3.7% | -4.1% |
| 3Y | -7.7% | -32.0% | +24.4% | +0.1% |
| 5Y | -32.5% | -66.9% | +34.4% | -6.8% |
| All | -32.5% | -67.0% | +34.5% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling