-27.6%
AAL vs BBWI
+246.0%
-273.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +3.5% |
| 7D | +4.6% | -6.2% | +10.8% | +8.0% |
| 30D | +2.6% | +19.9% | -17.4% | -6.6% |
| 3M | -17.8% | +7.1% | -24.9% | -22.3% |
| 6M | +1.9% | +13.7% | -11.8% | -7.4% |
| YTD | -14.0% | +9.6% | -23.6% | -22.4% |
| 1Y | +0.2% | -1.6% | +1.9% | -7.7% |
| 3Y | +13.0% | -25.9% | +38.9% | +10.5% |
| 5Y | -39.6% | -67.8% | +28.2% | -15.6% |
| 10Y | -65.7% | -43.5% | -22.2% | -75.9% |
| All | -27.6% | +246.0% | -273.6% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling