-68.6%
AAL vs BBWI
-47.4%
-21.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.5% | -1.6% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +11.7% | +12.9% | -1.2% | +7.3% |
| 3M | -12.5% | +16.0% | -28.5% | -18.0% |
| 6M | +3.6% | +16.6% | -13.0% | -3.4% |
| YTD | -14.1% | +9.7% | -23.8% | -19.3% |
| 1Y | +0.8% | +1.5% | -0.7% | -4.9% |
| 3Y | +11.8% | -21.4% | +33.2% | +10.6% |
| 5Y | -35.1% | -67.6% | +32.5% | -16.9% |
| All | -68.6% | -47.4% | -21.2% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling