-22.2%
AAL vs BAX
+79.8%
-102.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.4% | +5.0% | +6.1% |
| 7D | +8.3% | +9.0% | -0.8% | +3.4% |
| 30D | +11.0% | +8.5% | +2.5% | +5.8% |
| 3M | -11.2% | -4.1% | -7.1% | -9.7% |
| 6M | +6.1% | +46.9% | -40.9% | -15.0% |
| YTD | -7.6% | +38.4% | -46.0% | -25.1% |
| 1Y | +3.7% | +47.0% | -43.3% | -18.9% |
| 3Y | +20.5% | -14.9% | +35.5% | +20.2% |
| 5Y | -36.4% | -62.5% | +26.1% | +0.5% |
| 10Y | -65.4% | -33.9% | -31.5% | -69.5% |
| All | -22.2% | +79.8% | -102.0% | -66.2% |
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 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