-27.8%
AAL vs BBWI
+216.0%
-243.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | -0.2% |
| 7D | -3.7% | +1.5% | -5.2% | -4.5% |
| 30D | -20.8% | -5.2% | -15.6% | -19.5% |
| 3M | -1.3% | +11.1% | -12.4% | -7.5% |
| 6M | +5.4% | -13.4% | +18.7% | +9.5% |
| YTD | -14.4% | +0.1% | -14.4% | -18.1% |
| 1Y | +2.1% | -36.1% | +38.2% | +17.8% |
| 3Y | -10.6% | -44.1% | +33.5% | +2.1% |
| 5Y | -32.2% | -66.2% | +34.0% | -7.2% |
| 10Y | -62.7% | -54.8% | -7.9% | -69.4% |
| All | -27.8% | +216.0% | -243.9% | -92.6% |
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