-65.1%
AAL vs BBWI
-58.2%
-6.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.3% | +6.5% | +2.4% |
| 7D | -1.3% | -4.4% | +3.1% | +0.1% |
| 30D | -13.7% | -7.4% | -6.3% | -12.1% |
| 3M | -8.2% | -2.2% | -5.9% | -8.1% |
| 6M | +13.1% | -16.3% | +29.4% | +17.9% |
| YTD | -15.6% | -9.1% | -6.5% | -14.9% |
| 1Y | +1.4% | -34.5% | +35.9% | +12.1% |
| 3Y | -7.4% | -47.0% | +39.5% | +5.3% |
| 5Y | -35.9% | -68.8% | +32.9% | -16.3% |
| 10Y | -65.1% | -57.4% | -7.8% | -71.3% |
| All | -65.1% | -58.2% | -6.9% | -71.3% |
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