-40.8%
AAL vs BB
-22.2%
-18.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +0.7% |
| 7D | +4.6% | +3.8% | +0.8% | +3.4% |
| 30D | +2.6% | -0.3% | +2.9% | +2.0% |
| 3M | -17.8% | -0.5% | -17.3% | -18.9% |
| 6M | +1.9% | +45.9% | -44.1% | -13.8% |
| YTD | -14.0% | +130.6% | -144.6% | -38.1% |
| 1Y | +0.2% | +89.2% | -88.9% | -23.4% |
| 3Y | +13.0% | +137.5% | -124.5% | -27.0% |
| All | -40.8% | -22.2% | -18.5% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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