-27.8%
AAL vs BAX
+75.9%
-103.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.7% |
| 7D | -3.7% | -1.1% | -2.6% | -3.1% |
| 30D | -20.8% | -5.5% | -15.4% | -18.4% |
| 3M | -1.3% | +33.5% | -34.8% | -16.0% |
| 6M | +5.4% | +35.9% | -30.5% | -11.6% |
| YTD | -14.4% | +35.4% | -49.7% | -29.3% |
| 1Y | +2.1% | +9.8% | -7.7% | -6.8% |
| 3Y | -10.6% | -32.7% | +22.2% | +2.1% |
| 5Y | -32.2% | -65.6% | +33.3% | +13.2% |
| 10Y | -62.7% | -34.9% | -27.8% | -66.9% |
| All | -27.8% | +75.9% | -103.7% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling