+13.0%
AAL vs BBWI
-28.0%
+41.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +3.0% |
| 7D | +4.6% | -6.2% | +10.8% | +7.0% |
| 30D | +2.6% | +19.9% | -17.4% | -3.6% |
| 3M | -17.8% | +7.1% | -24.9% | -20.5% |
| 6M | +1.9% | +13.7% | -11.8% | -3.9% |
| YTD | -14.0% | +9.6% | -23.6% | -18.7% |
| 1Y | +0.2% | -1.6% | +1.9% | -3.1% |
| 3Y | +13.0% | -25.9% | +38.9% | +14.0% |
| All | +13.0% | -28.0% | +41.1% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling