-27.8%
AAL vs BB
-70.2%
+42.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.7% | -5.6% | +1.9% | -2.3% |
| 30D | -20.8% | -11.8% | -9.0% | -18.4% |
| 3M | -1.3% | -25.5% | +24.3% | +4.5% |
| 6M | +5.4% | +121.3% | -115.9% | -17.8% |
| YTD | -14.4% | +103.2% | -117.5% | -31.6% |
| 1Y | +2.1% | +102.6% | -100.5% | -19.2% |
| 3Y | -10.6% | +37.5% | -48.1% | -27.0% |
| 5Y | -32.2% | -30.4% | -1.8% | -36.5% |
| 10Y | -62.7% | 0.0% | -62.7% | -75.8% |
| All | -27.8% | -70.2% | +42.4% | -34.7% |
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