-22.5%
AAL vs BB
-63.6%
+41.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.8% |
| 7D | +3.4% | +7.3% | -3.9% | +1.6% |
| 30D | +11.7% | +11.2% | +0.5% | +8.2% |
| 3M | -7.8% | +4.7% | -12.5% | -10.0% |
| 6M | +10.2% | +51.1% | -40.9% | -4.7% |
| YTD | -8.0% | +148.0% | -156.0% | -31.0% |
| 1Y | +8.5% | +106.1% | -97.6% | -14.8% |
| 3Y | +19.5% | +158.2% | -138.8% | -17.2% |
| 5Y | -33.9% | -10.8% | -23.1% | -42.1% |
| 10Y | -66.0% | +29.3% | -95.3% | -79.5% |
| All | -22.5% | -63.6% | +41.1% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling